Turan G. Bali
Abstract
Turan G. Bali, Testing the Empirical Performance of Stochastic Volatility Models of the Short-Term Interest Rate, The Journal of Financial and Quantitative Analysis, Vol. 35, No. 2 (Jun., 2000), pp. 191-215
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Turan G. Bali, Testing the Empirical Performance of Stochastic Volatility Models of the Short-Term Interest Rate, The Journal of Financial and Quantitative Analysis, Vol. 35, No. 2 (Jun., 2000), pp. 191-215
Key concepts: Econometrics, Term (time), Volatility (finance), Interest rate, Vasicek model, Economics, Stochastic volatility, Financial economics