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Fixed income analysis / Mathematical finance / Nonlinear system / Yield curve / Bond valuation / Economic model / Autoregressive conditional heteroskedasticity / Linear model / Nonlinear Schrödinger equation / Statistics / Financial economics / Economics


Document Date: 2005-04-08 07:05:46

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City

Seoul / /

Company

Pearson / Cox / /

Country

United States / Korea / United Kingdom / /

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Facility

University of Manchester / Korea University / Term Structure By Dong Heon Kim Centre / University of California / /

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IndustryTerm

oil price changes / /

Organization

Economic and Social Research Council / Term Structure By Dong Heon Kim Centre for Growth and Business Cycle Research / Korea University / UCSD Economics Department / Econometric Society / Department of Economics / Econometic Society / U.S. Federal Reserve / University of Manchester / Manchester / Term Structure* Dong Heon Kim School of Economic Studies / Bank of Korea / University of California at San Diego / /

Person

Scott / Marianne Sensier / Stuart Hyde / Flexible / Chen / Dong Heon Kim / James D. Hamilton / Keith Blackburn / Ian Garrett / Denise Osborn / Quadratic / /

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Position

author / model for describing the bond yields / model / Professor / Rt / nonlinear model / Affine model / /

ProvinceOrState

California / /

URL

http /

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