Open AccessDoes Realized Volatility Help Bond Yield Density Prediction?
Author(s) -
Minchul Shin,
Molin Zhong
Publication year - 2013
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2350776
Subject(s) - volatility (finance) , bond , econometrics , economics , financial economics , finance
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