Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments (Q3182771)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments |
scientific article; zbMATH DE number 5616519
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
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
0.6768045425415039
0 references
0.6726608872413635
0 references
0.6637344360351562
0 references
0.651767909526825
0 references
0.6479378938674927
0 references