Quotation Jankowitsch, Rainer, Nettekoven, Michaela. 2008. Trading strategies based on term structure model residuals. European Journal of Finance 14 (4): 281-298.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal European Journal of Finance
Citation Index SSCI
WU-Journal-Rating new FIN-A, STRAT-B, WH-B
Language English
Title Trading strategies based on term structure model residuals
Volume 14
Number 4
Year 2008
Page from 281
Page to 298
Reviewed? Y

Associations

People
Jankowitsch, Rainer (Details)
Nettekoven, Michaela (Details)
Organization
Institute for Banking and Finance IN (Former organization)
Institute for Operations Research IN (Former organization)
Research areas (Ă–STAT Classification 'Statistik Austria')
5305 Bank management (Details)
5361 Financial management (Details)
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