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Can Unspanned Stochastic Volatility Models Explain the Cross Section of Bond Volatilities?

Scott Joslin
Published in: Manag. Sci. (2018)
Keyphrases
  • cross section
  • cross sections
  • garch model
  • stock price
  • model selection
  • historical data
  • cross sectional
  • parameter estimation
  • regression model
  • chinese stock market