Models of Taiwan Bond Interest Rate Investigation and Inference

碩士 === 國立臺北大學 === 統計學系 === 92 === The bond interest rate is a key variable in many economic and financial models, and much effort has been devoted to building empirical time series models that satisfactorily describe its dynamic behavior. These models have important applications in pricing interest...

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Bibliographic Details
Main Authors: TinLing Ko, 柯婷玲
Other Authors: Wu Shyang -Hua
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/24239824308062869157