Capturing Non-Linearity in the Term Structure of Interest Rates: A Fuzzy Logic to Approach Estimating the Yield Curve
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References listed on IDEAS
- Chuang, John Chung-I & Sirbu, Marvin A., 1999. "Optimal bundling strategy for digital information goods: network delivery of articles and subscriptions," Information Economics and Policy, Elsevier, vol. 11(2), pages 147-176, July.
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More about this item
KeywordsYield curve; fuzzy logic; fuzzy clustering; non-linear models;
- C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
- C29 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Other
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
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