Testing continuous-time interest rate model for Chinese repo market
Huimin Zhao; Fangping Peng
| Year of publication: |
2015
|
|---|---|
| Authors: | Zhao, Huimin ; Peng, Fangping |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 5.2015, 1, p. 26-39
|
| Subject: | Chinese Repo Market | Interest Rate | Nonparametric Estimation | China | Repo-Geschäft | Repo transactions | Zins | Interest rate | Zinsstruktur | Yield curve | Nichtparametrisches Verfahren | Nonparametric statistics |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011398591