Title of article
Estimation for factor models of term structure of interest rates with jumps: the case of the Taiwanese government bond market
Author/Authors
Bing-Huei Lin، نويسنده , , Shih-Kuo Yeh، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
31
From page
167
To page
197
Keywords
Jump-diffusion process , B-spline approximation , Term structure of interest rates
Journal title
Journal of International Financial Markets, Institutions and Money
Serial Year
2001
Journal title
Journal of International Financial Markets, Institutions and Money
Record number
189616
Link To Document