Estimation of Equilibrium Term Structure Models: EKF and UKF Based Approaches |
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SU Yunpeng * #,YANG Baochen
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College of Management and Economics, Tianjin University, Tianjin 300072
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*Correspondence author |
#Submitted by |
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Subject: |
Funding:
The Research Fund for the Doctoral Program of Higher Education (No.No. 20130032120013), Humanity and Social Science Youth foundation of Ministry of Education of China (No.No. 11YJCZH147), Supported by National Natural Science Foundation of China (No.No. 71501140) |
Opened online:13 December 2016 |
Accepted by:
none |
Citation: SU Yunpeng,YANG Baochen.Estimation of Equilibrium Term Structure Models: EKF and UKF Based Approaches[OL]. [13 December 2016] http://en.paper.edu.cn/en_releasepaper/content/4712769 |