Matches in SemOpenAlex for { <https://semopenalex.org/work/W2391864617> ?p ?o ?g. }
Showing items 1 to 67 of
67
with 100 items per page.
- W2391864617 abstract "Formulas to calculate the estimated variance of interest rate were deduced from the principle of B-splines method to fit interest rate term structure.Then the appropriate variance of interest rate was used to guide the optimization of the parameter setting in B-splines method.Finally this optimized B-splines method was applied to bond data of Shanghai Stock Exchange and the result revealed fluctuations of the term structure estimates over 80 weeks while typical appropriate variance was also provided.This empirical study shows that the optimized B-splines is reliable and can be used to estimate efficiently the interest rate term structure of Government Bonds in SSE." @default.
- W2391864617 created "2016-06-24" @default.
- W2391864617 creator A5071854574 @default.
- W2391864617 date "2007-01-01" @default.
- W2391864617 modified "2023-09-24" @default.
- W2391864617 title "Empirical study on estimating term structure of interest rate using B-splines method" @default.
- W2391864617 hasPublicationYear "2007" @default.
- W2391864617 type Work @default.
- W2391864617 sameAs 2391864617 @default.
- W2391864617 citedByCount "0" @default.
- W2391864617 crossrefType "journal-article" @default.
- W2391864617 hasAuthorship W2391864617A5071854574 @default.
- W2391864617 hasConcept C10138342 @default.
- W2391864617 hasConcept C105795698 @default.
- W2391864617 hasConcept C121332964 @default.
- W2391864617 hasConcept C121955636 @default.
- W2391864617 hasConcept C149782125 @default.
- W2391864617 hasConcept C162324750 @default.
- W2391864617 hasConcept C175025494 @default.
- W2391864617 hasConcept C176230804 @default.
- W2391864617 hasConcept C196083921 @default.
- W2391864617 hasConcept C2780389337 @default.
- W2391864617 hasConcept C28826006 @default.
- W2391864617 hasConcept C33923547 @default.
- W2391864617 hasConcept C61797465 @default.
- W2391864617 hasConcept C62520636 @default.
- W2391864617 hasConceptScore W2391864617C10138342 @default.
- W2391864617 hasConceptScore W2391864617C105795698 @default.
- W2391864617 hasConceptScore W2391864617C121332964 @default.
- W2391864617 hasConceptScore W2391864617C121955636 @default.
- W2391864617 hasConceptScore W2391864617C149782125 @default.
- W2391864617 hasConceptScore W2391864617C162324750 @default.
- W2391864617 hasConceptScore W2391864617C175025494 @default.
- W2391864617 hasConceptScore W2391864617C176230804 @default.
- W2391864617 hasConceptScore W2391864617C196083921 @default.
- W2391864617 hasConceptScore W2391864617C2780389337 @default.
- W2391864617 hasConceptScore W2391864617C28826006 @default.
- W2391864617 hasConceptScore W2391864617C33923547 @default.
- W2391864617 hasConceptScore W2391864617C61797465 @default.
- W2391864617 hasConceptScore W2391864617C62520636 @default.
- W2391864617 hasLocation W23918646171 @default.
- W2391864617 hasOpenAccess W2391864617 @default.
- W2391864617 hasPrimaryLocation W23918646171 @default.
- W2391864617 hasRelatedWork W1167169978 @default.
- W2391864617 hasRelatedWork W13597107 @default.
- W2391864617 hasRelatedWork W1525638936 @default.
- W2391864617 hasRelatedWork W1607623934 @default.
- W2391864617 hasRelatedWork W1982466114 @default.
- W2391864617 hasRelatedWork W2022546079 @default.
- W2391864617 hasRelatedWork W2064427211 @default.
- W2391864617 hasRelatedWork W2081521169 @default.
- W2391864617 hasRelatedWork W2116716498 @default.
- W2391864617 hasRelatedWork W2312746543 @default.
- W2391864617 hasRelatedWork W2607323850 @default.
- W2391864617 hasRelatedWork W2784992369 @default.
- W2391864617 hasRelatedWork W2949244390 @default.
- W2391864617 hasRelatedWork W3033726243 @default.
- W2391864617 hasRelatedWork W3040786920 @default.
- W2391864617 hasRelatedWork W3124524978 @default.
- W2391864617 hasRelatedWork W3124585808 @default.
- W2391864617 hasRelatedWork W3125423182 @default.
- W2391864617 hasRelatedWork W3151433233 @default.
- W2391864617 hasRelatedWork W2186096283 @default.
- W2391864617 isParatext "false" @default.
- W2391864617 isRetracted "false" @default.
- W2391864617 magId "2391864617" @default.
- W2391864617 workType "article" @default.