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dc.contributor.advisor黄长全
dc.contributor.author杨海涛
dc.date.accessioned2016-02-14T03:32:21Z
dc.date.available2016-02-14T03:32:21Z
dc.date.issued2006-05-29 13:09:10.0
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/38620
dc.description.abstract摘要利率是金融市场上的基础价格变量之一,利率期限结构是由某个时点上不同期限的利率所组成的一条曲线。市场利率的动态规律和利率期限结构动态模型一直以来就是金融研究的重要领域之一,国外对这方面已有深入的研究,国内在这方面的研究则开展较晚,尚未形成对利率期限结构动态模型的系统性的研究,而且对这方面的研究结论也存在着较多争议。本文在总结国内外有关利率期限结构的理论和研究成果的基础上,对中国国债的利率期限结构动态模型进行了相关实证研究,得出了一些富有现实意义的结论。论文首先对国内外有关利率期限结构的研究进行了比较详细的介绍,包括利率期限结构形成理论、静态估计方法、利率变动的行为特征和主成分分析、利率期限结...
dc.description.abstractAbstract The interest rates is one of the fundamental price variables in the financial markets, term structure of interest rate is the curve formed by interest rates of different maturities. Modeling the dynamic of interest rate is always one of the most important topics of finance research. The foreign academic researchers have done much research on this topic and developed so many term...
dc.language.isozh_CN
dc.relation.urihttps://catalog.xmu.edu.cn/opac/openlink.php?strText=11390&doctype=ALL&strSearchType=callno
dc.source.urihttps://etd.xmu.edu.cn/detail.asp?serial=11467
dc.subject期限结构
dc.subject主成份分析
dc.subject最大似然法
dc.subjectTerm Structure
dc.subjectPrinciple Component Analysis
dc.subjectMaximum Likelihood Estimation
dc.title利率期限结构动态模型及应用研究
dc.title.alternativeTheories and Applications of Dynamic Term Structure Models of Interest Rates
dc.typethesis
dc.date.replied2006-05-29
dc.description.note学位:经济学硕士
dc.description.note院系专业:经济学院计划统计系_数量经济学
dc.description.note学号:200310039


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