Capturing Non-Linearity in the Term Structure of Interest Rates: A Fuzzy Logic to Approach Estimating the Yield Curve
| Year of publication: |
2003-08-01
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| Authors: | Taylor, Richard ; Giles, David E. |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Yield curve | fuzzy logic | fuzzy clustering | non-linear models |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 101 |
| Classification: | C19 - Econometric and Statistical Methods: General. Other ; C29 - Econometric Methods: Single Equation Models. Other ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
| Source: |
Persistent link: https://www.econbiz.de/10005345738