scientific article; zbMATH DE number 6612400

MaRDI QIDQ2993853zbMATH OpenFDO

Authors Lu Ye, Guanying Wang

Publication date 10 August 2016

zbMATH Keywords

parameter estimatorsubordinatortreasury yield curve

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)

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Cited in

(1)

• Forecasting the 10-year US Treasury rate

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