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이자율기간구조의 추정 및 예측 : Vasicek-Fong모형 및 Nelson-Siegel모형과 그 확장모형들
Estimating and forecasting the term structure of interest rates : Vasicek-Fong model, Nelson-Siegel model and extensions of Nelson-Siegel model

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Authors
박정호
Advisor
최병선
Issue Date
2009
Publisher
서울대학교 대학원
Keywords
이자율기간구조Term structure of interest ratesVasicek-Fong모형Vasicek-FongNelson-Siegel모형Nelson-SigelBliss모형SvenssonSvensson모형Estimating조정된 Svensson모형Forecasting
Description
학위논문(석사) --서울대학교 대학원 :경제학부,2009.2.
Language
Korean
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000036449

http://hdl.handle.net/10371/27341
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College of Social Sciences (사회과학대학)Dept. of Economics (경제학부)Theses (Master's Degree_경제학부)
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