The US volatility term structure: A principal component analysis

Francisco Jarentilde;o; Marta Tolentino

doi:10.5897/AJBM11.2100

African Journal of
Business Management

Abbreviation: Afr. J. Bus. Manage.
Language: English
ISSN: 1993-8233
DOI: 10.5897/AJBM
Start Year: 2007
Published Articles: 4193

Full Length Research Paper

The US volatility term structure: A principal component analysis

Francisco Jareño1* and Marta Tolentino2

1Facultad de CC Económicas y Empresariales, Universidad de Castilla-La Mancha, Albacete, Spain. 2Facultad de Derecho y CC Sociales, Universidad de Castilla-La Mancha, Ciudad Real, Spain.
Email: [email protected], [email protected]

Article Number - D57F35018276
Vol.6(2), pp. 615-626 , January 2012
https://doi.org/10.5897/AJBM11.2100

Accepted: 24 October 2011
Published: 18 January 2012

Copyright © 2024 Author(s) retain the copyright of this article.
This article is published under the terms of the Creative Commons Attribution License 4.0.

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African Journal of Business Management

The US volatility term structure: A principal component analysis

Francisco Jareño1* and Marta Tolentino2

African Journal of
Business Management