Zero-Coupon Treasury Rates and Returns using the Volatility Index

Fuente: arXiv

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Bibliographic Details
Main Authors:	Park, Jihyun, Sarantsev, Andrey
Format:	Preprint
Published:	2024
Subjects:	Statistical Finance Probability Applications 60H10, 60J20, 60J60, 62J05, 62M10, 91B70, 91G30
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2411.03699