Title of article

Yield-factor volatility models

Author/Authors

Christophe Pérignon، نويسنده , , Daniel R. Smith، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2007

Pages

20

From page

3125

To page

3144

Keywords

Yields , GARCH , Level effect , Regime shifts

Journal title

Journal of Banking and Finance

Serial Year

2007

Journal title

Journal of Banking and Finance

Record number

194120