Part 1 || Time-Varying Volatility and the Dynamic Behavior...

Part 1 || Time-Varying Volatility and the Dynamic Behavior of the Term Structure

Robert F. Engle and Victor K. Ng
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Volume:
25
Language:
english
Journal:
Journal of Money, Credit and Banking
DOI:
10.2307/2077766
Date:
August, 1993
File:
PDF, 453 KB
english, 1993
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