Stochastic volatilities and correlations of bond yields

Journal of Finance

Volumn 62, Issue 3, 2007, Pages 1491-1524

  Han, Bing ^a  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34248196627     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2007.01242.x     Document Type: Article

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