MEASURING BOND PRICE VOLATILITY

被引：4
|
作者：
LIVINGSTON, M
机构：
来源：
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1979年 / 14卷 / 02期
关键词：
D O I：
10.2307/2330507
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：343 / 349
页数：7
相关论文
共 50 条
  • [41] THE INDICATORS OF SHARE PRICE VOLATILITY
    Soric, Branko
    Peronja, Ivan
    Susak, Toni
    [J]. ECONOMIC AND SOCIAL DEVELOPMENT (ESD), 2017, : 753 - 759
  • [42] Price volatility and futures margins
    Hardouvelis, GA
    Kim, D
    [J]. JOURNAL OF FUTURES MARKETS, 1996, 16 (01) : 81 - 111
  • [43] Investment and oil price volatility
    Sharma, Susan Sunila
    Narayan, Paresh Kumar
    [J]. ECONOMICS BULLETIN, 2012, 32 (02): : 1428 - 1433
  • [44] Volatility estimation with price quanta
    Rogers, LCG
    [J]. MATHEMATICAL FINANCE, 1998, 8 (03) : 277 - 290
  • [45] The Economics of Food Price Volatility
    Hasan, Syed Abul
    [J]. ECONOMIC RECORD, 2016, 92 (298) : 498 - 499
  • [46] The Economics of Food Price Volatility
    Hasan, Syed Abdul
    [J]. ECONOMIC RECORD, 2017, 93 (300) : 177 - 179
  • [47] Navigating Oil Price Volatility
    Burns, David
    McLinn, Jason
    Porter, Mark
    [J]. CHEMICAL ENGINEERING PROGRESS, 2016, 112 (01) : 26 - 31
  • [48] The Behaviour of Salmon Price Volatility
    Oglend, Atle
    Sikveland, Marius
    [J]. MARINE RESOURCE ECONOMICS, 2008, 23 (04) : 507 - 526
  • [49] Coping with oil price volatility
    Hodges, Paul
    [J]. CHEMISTRY & INDUSTRY, 2009, (02) : 17 - 19
  • [50] Volatility conditional on price trends
    Zumbach, Gilles
    [J]. QUANTITATIVE FINANCE, 2010, 10 (04) : 431 - 442
12345