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Predicting Interest Rate Volatility: Using Information on the Yield Curve

Predicting Interest Rate Volatility: Using Information on the Yield Curve
デジタル文書・図像類
髙見澤, 秀幸Hitotsubashi University Center for Financial Research2015-05-08
インターネットで読める全国の図書館
  • 件名Yield curve Volatility Level-dependence Approximation of conditional moments

Predicting Interest Rate Volatility: Using Information on the Yield Curve

Predicting Interest Rate Volatility: Using Information on the Yield Curve
デジタル文書・図像類
髙見澤, 秀幸Hitotsubashi University Center for Financial Research2012-02
インターネットで読める全国の図書館
  • 件名...proximation of conditional moments

Testing For A General Class Of Functional Inequalities

Testing For A General Class Of Functional Inequalities
デジタル文書・図像類
Lee, Sokbae, Song, Kyungchul, Whang, Yoon-JaeInstitute of Economic Research, Kyoto University2014-02KIER Discussion Paper889
インターネットで読める全国の図書館
  • 件名Bootstrap conditional moment inequalities kernel estimatio...

Modeling the Term Structure of Interest Rates with General Diffusion Processes: A Moment Approximation Approach

Modeling the Term Structure of Interest Rates with General Diffusion Processes: A Moment Approximation Approach
デジタル文書・図像類
高見澤, 秀幸, 庄司, 功Graduate School of Economics, Hitotsubashi University2007-10
インターネットで読める全国の図書館
  • 件名Short-rate Term structure Approximation Conditional moment

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