Mathematical Problems in Engineering / 2014 / Article / Fig 1

Research Article

Modeling the Dynamics of Shanghai Interbank Offered Rate Based on Single-Factor Short Rate Processes

Figure 1

Some statistical figures of daily returns for the O/N SHIBOR rate from October 8th 2006 to September 10th 2012.
540803.fig.001a
(a) Daily closing prices
540803.fig.001b
(b) Daily log returns
540803.fig.001c
(c) Q-Q plot
540803.fig.001d
(d) Probability density of the return

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