A multifactor, nonlinear, continuous-time model of interest rate volatility /

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Bibliographic Details
Main Author:	Boudoukh, Jacob
Other Authors:	Richardson, Matthew, Stanton, Richard (Richard Henry), Whitelaw, Robert F.
Format:	Book
Language:	English
Published:	Cambridge, MA : National Bureau of Economic Research, [1999], ©1999.
Series:	Working paper series (National Bureau of Economic Research) ; no. 7213.
Subjects:	Interest rates > Econometric models. Interest rates.
Online Access:	Notre Dame Online Access

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Call Number:	HB 1 .W6 no.7213
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