基于权益的波动率指数的程式化事实是否适用于固定收益波动率指数?来自美国国债市场的证据

Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market

International Review of Financial Analysis · 2015
被引 19
ABS 3
金融经济学波动率固定收益国债市场计量经济学