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~person:"CHEN, HUI"
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Illiquid market
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curve fitting
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yield curve of the government bond
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CHEN, HUI
Mishra, SK
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YIELD CURVE ESTIMATION IN THE ILLIQUID MARKET: FRAMEWORK, MODELS AND EMPIRICAL STUDY
XIE, CHI
;
CHEN, HUI
;
YU, XIANG
- In:
International Journal of Information Technology & …
05
(
2006
)
03
,
pp. 467-481
different
curve-fitting
models are compared from four aspects with the trading data of government bonds listed in the Shanghai …
Persistent link: https://www.econbiz.de/10004971644
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