OpenAlex | Estimating the long rate and its volatility

Estimating the long rate and its volatility

Work

Year: 2015

Type: article

Source: Economics Letters

Authors Jan Annaert, Anouk G.P. Claes, Marc J.K. De Ceuster, Hairui Zhang

Institutions Antwerp Management School, University of Antwerp, UCLouvain Saint-Louis Brussels

Cites: 10

Cited by: 2

Related to: 10

FWCI:

Citation percentile (by year/subfield): 64.94

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green