Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models

Journal of Futures Markets

Volumn 20, Issue 8, 2000, Pages 717-751

  Bali, Turan G ^a  

^a CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034377526     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/1096-9934(200009)20:8<717::AID-FUT2>3.0.CO;2-A     Document Type: Article

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