Forecasting the term structure of interest rates with dynamic SV models

WANG Rui, ZHOU RongXi, LI ZhiQiang

Journal of Beijing University of Chemical Technology ›› 2020, Vol. 47 ›› Issue (4) : 108-114.

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Journal of Beijing University of Chemical Technology ›› 2020, Vol. 47 ›› Issue (4) : 108-114. DOI: 10.13543/j.bhxbzr.2020.04.016
Management and Mathematics

Forecasting the term structure of interest rates with dynamic SV models

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2020, 47(4): 108-114 https://doi.org/10.13543/j.bhxbzr.2020.04.016

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