Location & Availability for: Realized jumps on financial markets and

 Staff view

You must be logged in to Tag Records

Realized jumps on financial markets and predicting credit spreads [electronic resource] /

George Tauchen and Hao Zhou.

Book Cover
Main Author: Tauchen, George Eugene.
Other Names: Zhou, Hao,
Published: Washington, D.C. : Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, [2006]
Series: Finance and economics discussion series ; 2006-35.
Topics: Jump processes. | Interest rates - Forecasting - Mathematical models.
Genres: Electronic books.
Online Access: HathiTrust Digital Library
Online Access: Google
Tags: Add


Spaces will separate tags.
Use quotes for multi-word tags.

Loading Holdings Data ... Loading

Location & Availability for: Realized jumps on financial markets and