The Stochastic Volatility of Short-Term Interest Rates:...

The Journal of Finance 1999 / 12 Vol. 54; Iss. 6

The Stochastic Volatility of Short-Term Interest Rates: Some International Evidence

Clifford A. Ball and Walter N. Torous
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Volume:
54
Language:
english
Journal:
The Journal of Finance
DOI:
10.2307/797997
Date:
December, 1999
File:
PDF, 559 KB
english, 1999
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