Trading strategies based on term structure model residuals

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

Österreichische Systematik der Wissenschaftszweige (ÖFOS)

@article{38535423f8a541bb825d60ae49398152,

title = "Trading strategies based on term structure model residuals",

author = "Rainer Jankowitsch and Michaela Nettekoven",

year = "2008",

month = may,

day = "1",

language = "English",

volume = "14",

pages = "281 -- 298",

journal = "European Journal of Finance",

issn = "1351-847X",

publisher = "Routledge",

number = "4",

}