Work

The surprise element: jumps in interest rates

Year: 2002

Type: article

Source: Journal of Econometrics

DOI: 10.1016/s0304-4076(01)00085-9

Author: Sanjiv R. Das

Institution: Santa Clara University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1971789299

FWCI: 29.27

Cites: 72

Cited by: 337

Related to: 10