Capturing Non-Linearity in the Term Structure of Interest Rates: A Fuzzy Logic to Approach Estimating the Yield Curve

Richard Taylor and David Giles

No 101, Computing in Economics and Finance 2003 from Society for Computational Economics

Keywords: Yield curve; fuzzy logic; fuzzy clustering; non-linear models (search for similar items in EconPapers)
JEL-codes: C19 C29 E43 (search for similar items in EconPapers)
Date: 2003-08-01
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf3:101

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