Work

Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities

Year: 2013

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2013.10.010

Author: Yinggang Zhou

Institutions: Chinese University of Hong Kong, Xiamen University, Chinese University of Hong Kong, Shenzhen

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Victoria University of Wellington, National Natural Science Foundation of China

OpenAlex ID: W2004185061

FWCI: 5.248

Cites: 67

Cited by: 37

Related to: 10