A multifactor, nonlinear, continuous-time model of interest rate volatility
By: Jacob Boudoukh ... [et. al.].
Contributors: Boudoukh, Jacob.
Series: NBER working paper series -- working paper 7213; Working paper series (National Bureau of Economic Research) -- working paper no. 7213.
Publisher: National Bureau of Economic Research
Published: 1999
Place of publication: Cambridge, MA
Language: eng
Number of pages: 40
Subjects: Interest rates -- United States -- Econometric models.
Other titles: Model of interest rate volatility; Interest rate volatility
Notes: "July 1999."

JEL no. G00.

Includes bibliographical references (p. 27-29)

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