Decomposition of Japanese yen interest rate data through local regression

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

Ritei Shibata, Ryozo Miura

Publication date: 6 February 2009

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

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91B82: Statistical methods; economic indices and measures