Quotation Jankowitsch, R., Nettekoven, M.. 2005. Trading strategies based on term structure model residuals. Working Paper, Wirtschaftsuniversität Wien


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Working/discussion paper, preprint
Title Trading strategies based on term structure model residuals
Year 2005
URL http://www.wu-wien.ac.at/kreditwirtschaft/forschung/publik/trading.pdf

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People
Jankowitsch, Rainer (Details)
Nettekoven, Michaela (Details)
Organization
Bank Administration (Former organization)
Operations Research (Former organization)
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