3) two-factor model interest rates
两因素利率期限结构模型
4) Extended SVJD Dynamic Term Structure Model of the Interest Rate
扩展SVJD动态利率期限结构模型
5) term structure of interest rates
利率期限结构
1.
Markov Regime Switching Model and Empirical Analysis of the Term Structure of Interest Rates;
利率期限结构的马尔科夫区制转移模型与实证分析
2.
Estimating the Term Structure of Interest Rates with Spline-based Models;
利率期限结构的样条估计模型及其实证研究
3.
A Study of Term Structure of Interest Rates of Shanghai Security Exchange with Fuzzy Regression;
基于模糊回归技术的交易所国债利率期限结构研究
6) term structure of interest rate
利率期限结构
1.
Fitting term structure of interest rates of treasure bill market with splines based on robust estimation;
基于稳健估计的样条函数法对国债利率期限结构的拟合
2.
Theoretical analysis and empirical test on the formation of term structure of interest rates;
利率期限结构形成的理论分析与实证检验
3.
Empirical Comparison of Term Structure of Interest RateBased on Polynomial Spline Functions;
基于多项式样条函数的利率期限结构模型实证比较
补充资料：债券的利率期限结构
债券的利率期限结构——
债券的利率期限结构是指债券的到期收益率与到期期限之间的关系。该结构可以通过利率期限结构图表示，图中的曲线即为收益率曲线。或者说，收益率曲线表示的就是债券的利率期限结构。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条