Open AccessEstimating Multi-factor CIR models of the Term Structure of Interest Rates in Korea Bond Market
Author(s) -
Tae-Hyung Ha,
Byung Hwa Lim
Publication year - 2015
Publication title -
geumyung gonghak yeongu/geum'yung gonghag yeon'gu
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2015.14.1.002
Subject(s) - term (time) , bond , yield curve , interest rate , econometrics , bond market , economics , factor (programming language) , monetary economics , computer science , finance , physics , quantum mechanics , programming language