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Works matching IS 13872834 AND DT 1998 AND VI 5 AND IP 2

Results: 3

1

Econometric Analysis of a Continuous Time Multi-Factor Generalized Vasicek Term Structure Model: International Evidence.

Published in:

Asia-Pacific Financial Markets, 1998, v. 5, n. 2, p. 159, doi. 10.1023/A:1010086132390

By:

Babbs, Simon H.;
Nowman, K. Ben

Publication type:

Article

2

The Pricing Formula for Commodity-Linked Bonds with Stochastic Convenience Yields and Default Risk.

Published in:

Asia-Pacific Financial Markets, 1998, v. 5, n. 2, p. 129, doi. 10.1023/A:1010034115552

By:

Miura, Ryozo;
Yamauchi, Hiroaki

Publication type:

Article

3

Unconditional and Conditional Distributional Models for the Nikkei Index.

Published in:

Asia-Pacific Financial Markets, 1998, v. 5, n. 2, p. 99, doi. 10.1023/A:1010016831481

By:

Stefan Mittnik;
Paolella, Marc S.;
Rachev, Svetlozar T.

Publication type:

Article