Testing the Stochastic Volatility Models of the Short-Term Interest Rate
碩士 === 國立高雄第一科技大學 === 金融營運系碩士班 === 89 === This study extends Chan, Karolyi, Longstaff and Sanders model （1992）of the term structure interest rate. In this model, drift term and variance term can be divided into symmetric models and asymmetric models. This study discusses whether a variance term has...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/84466307202640725375 |