Modeling volatility and changes in the swap spread

Francis Haeuck In, Robert L Brown, Victor K F Fang

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	545 - 561
Number of pages	17
Journal	International Review of Financial Analysis
Volume	12
DOIs	https://doi.org/10.1016/S1057-5219(03)00067-X
Publication status	Published - 2003

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title = "Modeling volatility and changes in the swap spread",

author = "In, {Francis Haeuck} and Brown, {Robert L} and Fang, {Victor K F}",

year = "2003",

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journal = "International Review of Financial Analysis",

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AU - In, Francis Haeuck

AU - Brown, Robert L

AU - Fang, Victor K F

PY - 2003

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DO - 10.1016/S1057-5219(03)00067-X

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JO - International Review of Financial Analysis

JF - International Review of Financial Analysis

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