Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments (Q3182771)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments |
scientific article |
Statements
Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments (English)
0 references
16 October 2009
0 references
asymmetry
0 references
conditional correlation
0 references
conditional volatility
0 references
debt instruments
0 references
diversification
0 references
forecasting
0 references
independence
0 references
risk
0 references
specialization
0 references
treasury bills
0 references
0 references
0 references
0 references
0 references
