Work

Modeling volatility changes in the 10-year Treasury

Year: 2006

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2006.01.074

Authors: Guillermo Covarrubias, Bradley T. Ewing, Scott E. Hein, Mark A. Thompson

Institutions: University of Puerto Rico-Mayaguez, Texas Tech University, University of Arkansas at Little Rock

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1973673408

FWCI: 3.353

Cites: 36

Cited by: 21

Related to: 10