天津大学教师个人主页系统杨宝臣 Yang baochen, Su Yunpeng. Estimations of Term Structure of Interest Rate Model Based on EKF and UKF Approaches. Personal Profile

中文

Brief Introduction
Education Background
Research Interests
Courses
Professional Membership
Positions & Employments
Academic achievements
Honors & Awards
Team
Album

Yang Baochen

School

College of Management and Economics

Other Contact Information

Selected Papers

Current position: Personal Profile > Academic Achievements > Selected Papers

Yang baochen, Su Yunpeng. Estimations of Term Structure of Interest Rate Model Based on EKF and UKF Approaches.

Hits:

Journal:Journal of systems and management, 2009, 18(3):　344-349.

Translation or Not:no

Pre One: Chen haiyan, Yang Baochen. Testing the Unit Root of Panel Data with Structural Change based on LSTR Model.

Next One:Yang Baochen, Li Biao. Empirical study of three factor HJM model based on forward rate decomposition technique.