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Scott Joslin
ORCID
Publication Activity (10 Years)
Years Active: 2018-2021
Publications (10 Years): 2
Top Topics
Garch Model
Stock Price
Cross Section
Historical Data
Top Venues
Manag. Sci.
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Publications
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Scott Joslin
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Anh Le
Interest Rate Volatility and No-Arbitrage Affine Term Structure Models.
Manag. Sci.
67 (12) (2021)
Scott Joslin
Can Unspanned Stochastic Volatility Models Explain the Cross Section of Bond Volatilities?
Manag. Sci.
64 (4) (2018)