PEMODELAN KURVA IMBAL HASIL DAN KOMPUTASINYA DENGAN PAKET SOFTWARE RCMDRPLUGIN.ECONOMETRICS
In this paper discussed the yield curve modeling methodology using the Nelson-Siegel model Svenson (Svensson, 1994) with special application to model the Indonesian Government Securities Yield Curve. The focus of this study is the computation of the yield curve model using the R, especially using a...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universitas Diponegoro
2011-06-01
|
| Series: | Media Statistika |
| Online Access: | https://ejournal.undip.ac.id/index.php/media_statistika/article/view/2507 |