Estimating a fuzzy term structure of interest rates using fuzzy regression techniques

European Journal of Operational Research

Volumn 154, Issue 3, 2004, Pages 804-818

  De Andrés Sánchez, Jorge ^a   Gómez, Antonio Terceño ^a  

^a UNIVERSITAT ROVIRA I VIRGILI   (Spain)

Author keywords

Finance; Fuzzy regression; Fuzzy sets; Investment analysis; Temporal structure of interest rates

Indexed keywords

FUZZY SETS; INVESTMENTS; MARKETING; MEMBERSHIP FUNCTIONS; OPERATIONS RESEARCH; REGRESSION ANALYSIS;

FUZZY NUMBERS (FN); TEMPORAL STRUCTURE OF INTEREST RATES (TSIR);

INDUSTRIAL ECONOMICS;

EID: 0346962796     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(02)00854-8     Document Type: Article

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