Fitting Accuracy,Smoothness and the Estimation ofTerm Structure of Interest Rates
碩士 === 國立高雄第一科技大學 === 財務管理所 === 93 === This paper is aimed to improve the fitting smoothness for the estimation of the term structure of Taiwan Government Bonds market. Six term structure estimation models, including the GCV, VRP, Nelson and Siegel model, Nelson and Siegel combined with GCV, Nelson...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/59071963856564984965 |