2002•Review of Quantitative Finance and AccountingRequires access

A Simple Multi-Factor, Time-Dependent-Parameter Model for the Term Structure of Interest Rates

Ren‐Raw Chen, Tinggan Yang

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Key concepts: Yield curve, Economics, Corporate finance, Volatility (finance), Mathematical economics, Econometrics, Simple (philosophy), Financial economics

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A Simple Multi-Factor, Time-Dependent-Parameter Model for the Term Structure of Interest Rates — Research Paper | ScholarLens