文章基本信息

标题：PEMODELAN KURVA IMBAL HASIL DAN KOMPUTASINYA DENGAN PAKET SOFTWARE RCMDRPLUGIN.ECONOMETRICS
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作者：Dedi Rosadi
期刊名称：MEDIA STATISTIKA
印刷版ISSN：1979-3693
电子版ISSN：2477-0647
出版年度：2011
卷号：4
期号：1
页码：47-55
语种：English
出版社：MEDIA STATISTIKA
摘要：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 tool called the R-GUI RcmdrPlugin.Econometrics (Rosadi, 2011). For the empirical illustration, also given examples of applications using real data from the Indonesian capital market. Keywords: Kurva yield, R-GUI, Nelson-Siegel-Svenson