Hiroshi KAMAE, Sachiyo FUTAGI: "News and the Implied Volatility of the Government Bonds Futures in Japan Using Affine-yield Models"The Hitotsubashi Review. 130. 431-451 (2003)
Hiroshi KAMAE, Sachiyo FUTAGI: "News and the Implied Volatility of the Government Bonds Futures in Japan Using Affine-yield Models"The Hitotsubashi Review. 130. 431-451 (2003)
复制标题
Hiroshi KAMAE、Sachiyo FUTAGI:“使用仿射收益率模型的日本政府债券期货的新闻和隐含波动性”一桥评论。
DOI:
--
复制
发表时间:
--
期刊:
影响因子:
--
通讯作者:
中科院分区:
文献类型:
--
作者: