scientific article; zbMATH DE number 6613722

MaRDI QIDQ2991541zbMATH OpenFDO

Authors Chengshi Tian, Lai Wei

Publication date 10 August 2016

zbMATH Keywords

forecastliquidityNSS modelterm structure of interest rate

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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