Michaela Nettekoven

Vienna University of Economics and Business Administration

Welthandelsplatz 1

Vienna, Wien 1020

Austria

http://www.wu-wien.ac.at/or/mitarbeiter/nettekoven

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Scholarly Papers (1)

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Trading Strategies Based on Term Structure Model Residuals

Number of pages: 36 Posted: 27 Sep 2005
Michaela Nettekoven and Rainer Jankowitsch
Vienna University of Economics and Business Administration and WU (Vienna University of Economics and Business)
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Citation 1

Abstract:

trading strategy, term structure, pricing error