Open AccessPurebred or hybrid?: Reproducing the volatility in term structure dynamics
Author(s) -
DongHyun Ahn,
Robert F. Dittmar,
A. Ronald Gallant,
Bin Gao
Publication year - 2003
Publication title -
carolina digital repository (university of north carolina at chapel hill)
Language(s) - English
DOI - 10.17615/v2f4-5876
Subject(s) - purebred , term (time) , volatility (finance) , econometrics , mathematics , economics , financial economics , physics , biology , quantum mechanics , zoology , crossbreed
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