文献
J-GLOBAL ID:202202243393040462
整理番号:22A1156574
Nelson-Siegel,SvenssonおよびBlissバージョンに焦点を合わせた節約降伏曲線モデルの比較分析【JST・京大機械翻訳】
A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions
著者 (4件):
Wahlstrom Ranik Raaen
(NTNU Business School, Norwegian University of Science and Technology, Trondheim, Norway)
,
Paraschiv Florentina
(NTNU Business School, Norwegian University of Science and Technology, Trondheim, Norway)
,
Paraschiv Florentina
(Institute for Operations Research and Computational Finance, University of St. Gallen, St. Gallen, Switzerland)
,
Schuerle Michael
(Institute for Operations Research and Computational Finance, University of St. Gallen, St. Gallen, Switzerland)
資料名:
Computational Economics
(Computational Economics)
巻:
59
号:
3
ページ:
967-1004
発行年:
2022年
JST資料番号:
T0671A
ISSN:
0927-7099
CODEN:
CNOMEL
資料種別:
逐次刊行物 (A)
記事区分:
原著論文
発行国:
ドイツ (DEU)
言語:
英語 (EN)