CFA Digest · 1998 · 95 citations · 0 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsMacroeconomicsBond MarketsBond PricingCapital MarketsStochastic VolatilityVolatility AnalysisVolatility ModelingBond Price VolatilityFinancial Market VolatilityTime-varying Volatility ModelsVolatility ForecastingVolatility Modelling