Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments (Q3182771)
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scientific article; zbMATH DE number 5616519
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| English | Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments |
scientific article; zbMATH DE number 5616519 |
Statements
Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments (English)
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16 October 2009
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asymmetry
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conditional correlation
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conditional volatility
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debt instruments
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diversification
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forecasting
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independence
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risk
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specialization
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treasury bills
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0.6768045425415039
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0.6726608872413635
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0.6637344360351562
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0.651767909526825
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0.6479378938674927
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