مرکز منطقه ای اطلاع رساني علوم و فناوري - Estimation for factor models of term structure of interest rates with jumps: the case of the Taiwanese government bond market

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 :

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 :