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A comparing study on dynamic estimation of term structure of interest rate in China based on hybrid Nelson-Siegel models (Q2924251)

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scientific article; zbMATH DE number 6364739
Language Label Description Also known as
English
A comparing study on dynamic estimation of term structure of interest rate in China based on hybrid Nelson-Siegel models
scientific article; zbMATH DE number 6364739

    Statements

    author
    Changda He
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    Peijin Qi
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    publication date
    3 November 2014
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    zbMATH Keywords
    term structure of interest rate
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    hybrid Nelson-Siegel model
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    dynamic estimation
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    Kalman filter
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    title
    A comparing study on dynamic estimation of term structure of interest rate in China based on hybrid Nelson-Siegel models (English)
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    91G30
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    62P05
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    zbMATH DE Number
    6364739
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