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- 2005615502 contributor B10378283.
- 2005615502 contributor B10378284.
- 2005615502 contributor B10378285.
- 2005615502 created "c2004.".
- 2005615502 date "2004".
- 2005615502 date "c2004.".
- 2005615502 dateCopyrighted "c2004.".
- 2005615502 description "Includes bibliographical references.".
- 2005615502 description "Mode of access: World Wide Web.".
- 2005615502 description "System requirements: Adobe Acrobat Reader.".
- 2005615502 hasFormat "Also available in print.".
- 2005615502 identifier w10756.
- 2005615502 isFormatOf "Also available in print.".
- 2005615502 isPartOf "NBER working paper series ; working paper 10756".
- 2005615502 isPartOf "Working paper series (National Bureau of Economic Research : Online) ; working paper no. 10756.".
- 2005615502 issued "2004".
- 2005615502 issued "c2004.".
- 2005615502 language "eng".
- 2005615502 publisher "Cambridge, MA : National Bureau of Economic Research,".
- 2005615502 relation "Also available in print.".
- 2005615502 requires "Mode of access: World Wide Web.".
- 2005615502 requires "System requirements: Adobe Acrobat Reader.".
- 2005615502 spatial "United States".
- 2005615502 subject "Bonds United States Econometric models.".
- 2005615502 subject "HB1".
- 2005615502 subject "Interest rates Econometric models.".
- 2005615502 title "Can interest rate volatility be extracted from the cross section of bond yields? [electronic resource] an investigation of unspanned stochastic volatility / Pierre Collin-Dufresne, Christopher S. Jones, Robert S. Goldstein.".
- 2005615502 type "text".