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Su Yunpeng

School

College of Management and Economics

Professional Title

Associate professor

Discipline

Accounting and Financial Management

Other Contact Information

Selected Papers

Current position: Personal Profile > Academic Achievements > Selected Papers

Estimations of Term Structure of Interest Rate Model Based on EKF and UKF Approaches.

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Journal:Journal of Systems & Management, 2009, 18(3): 344-349. (in Chinese)

All the Authors:YANG Baochen, SU Yunpeng, LI Lingzhen

First Author:YANG Baochen

Correspondence Author:SU Yunpeng

Translation or Not:no

CN No.:null

Pre One:Risk Management of Bond Portfolio based on Forecast of Term Structure of Interest Rates

Next One:Regime Switching in Dynamics of Risk Premium: Evidence from SHIBOR.

Address: No. 92, Weijin Road, Nankai District, Tianjin Zip Code: 300072

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