Language
中文
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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

Model calibration of HJM models based on UKF with application.

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Journal:Journal of Management Sciences in China, 2010, 13(4): 67-75. (in Chinese)

All the Authors:YANG Baochen, SU Yunpeng

First Author:YANG Baochen

Correspondence Author:SU Yunpeng

Translation or Not:no

CN No.:null

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

Next One:Regime switching in risk premium dynamics of SHIBOR. Journal of Systems Engineering, 2012, 27(2): 201-207. (in Chinese)

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

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