Jankowitsch, R., Nettekoven, M.. 2005. Trading strategies based on term structure model residuals. Working Paper, Wirtschaftsuniversität Wien
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| 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 |
Associations
- People
- Jankowitsch, Rainer (Details)
- Nettekoven, Michaela (Details)
- Organization
- Bank Administration
(Former organization)
- Operations Research (Former organization)