Can interest rate volatility be extracted from the cross section of bond yields? an investigation of unspanned stochastic volatility
By: Pierre Collin-Durfresne, Robert S. Goldstein, Christopher S. Jones.
Contributors: Goldstein, Robert S.; Jones, Christopher S.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 10756.; Working paper series (National Bureau of Economic Research) -- working paper no. 10756.
Publisher: National Bureau of Economic Research
Published: 2004
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 66
Subjects: Interest rates -- Econometric models; Bonds -- United States -- Econometric models; Dividends -- United States -- Econometric models
Notes: "September 2004."

Includes bibliographical references.

Also available in PDF from the NBER world wide web site (www.nber.org).