搜索结果: 1-1 共查到“工业经济学 dynamics”相关记录1条 . 查询时间(0.325 秒)
Modeling the dynamics of Chinese spot interest rates
Spot rate models Term structure of interest rates Market segmentation Nonparametric specification tests
2011/4/2
Using the daily data of Chinese 7-day repo rates from January 1, 1997 to December 31, 2008, this paper tests a variety of popular spot rate models, including single-factor diffusion, GARCH, Markov reg...