Jankowitsch, Rainer, Nettekoven, Michaela. 2008. Trading strategies based on term structure model residuals. European Journal of Finance 14 (4): 281-298.
BibTeX
Tags
Press 'enter' for creating the tagPublication'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, VW-D, 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)