Decomposition of Japanese yen interest rate data through local regression

DOI10.1023/A:1009621830819zbMath1153.91768OpenAlexW1492792735MaRDI QIDQ1000426

Ryozo Miura, Ritei Shibata

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009621830819

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; economic indices and measures (91B82)

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