Modeling Volatility Changes in the 10-Year Treasury

Guillermo Covarrubias, Bradley Ewing, Scott E Hein, Mark A Thompson

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)737 - 744
JournalPhysica A
StatePublished - 2006

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Covarrubias, G., Ewing, B., Hein, S. E., & Thompson, M. A. (2006). Modeling Volatility Changes in the 10-Year Treasury. Physica A, 737 - 744.