Title of article
Disturbing extremal behavior of spot rate dynamics
Author/Authors
Turan G. Bali، نويسنده , , Salih N. Neftci، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2003
Pages
23
From page
455
To page
477
Keywords
Extreme value theory , Volatility , Interest rates , value at risk
Journal title
Journal of Empirical Finance
Serial Year
2003
Journal title
Journal of Empirical Finance
Record number
130746
Link To Document