Work

Autoregressive conditional tail behavior and results on Government bond yield spreads

Year: 2004

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2004.06.013

Author: Niklas Wagner

Institution: Technical University of Munich

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3123870109

FWCI:

Cites: 38

Cited by: 20

Related to: 10