Open AccessShort Term Interest Rate Model Using Box-Cox Transformation
Author(s) -
Youngsoo Choi,
Yoon-Dong Lee
Publication year - 2007
Publication title -
communications for statistical applications and methods
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.326
H-Index - 6
eISSN - 2383-4757
pISSN - 2287-7843
DOI - 10.5351/ckss.2007.14.1.241
Subject(s) - mathematics , short rate model , interest rate , nonparametric statistics , nonlinear system , volatility (finance) , yield curve , term (time) , econometrics , rendleman–bartter model , cox–ingersoll–ross model , statistics , statistical physics , economics , physics , quantum mechanics , monetary economics