By using exponential Splines model,we estimate the bond’s term structure of shanghai stock exchange,then we have a static analysis to it and obtain the statistical feature of term structure.
文章利用指数样条法估计出我国上交所国债的利率期限结构,对其进行静态的分析,得到上交所国债利率期限结构统计特征。
参考来源 - 我国利率期限结构的静态分析和动态特征·2,447,543篇论文数据,部分数据来源于NoteExpress
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