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

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

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

Clifford A. Ball, Walter N. Torous
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Volume:
54
Year:
1999
Language:
english
Pages:
21
DOI:
10.1111/0022-1082.00191
File:
PDF, 254 KB
english, 1999
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