The Empirical Analysis of the Short-Term Interest Rate in Dynamic Volatility Models
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 95 === This paper examines the dynamics model of a short-term interest rate under the one-factor interest rate structure model. First, this paper compares the GARCH result with the CKLS and BHK models. Then we explain the dynamic volatility of the short-term interest...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/39841814261838734861 |