A sinusoidal Hull-White model with a fitted frequency of about one day is reported to fit 30-year Treasury bond prices slightly better than standard Hull-White, but the claimed 22-year periodicity is absent from the calibrated parameters.
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John Hull and Alan White
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A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields
A sinusoidal Hull-White model with a fitted frequency of about one day is reported to fit 30-year Treasury bond prices slightly better than standard Hull-White, but the claimed 22-year periodicity is absent from the calibrated parameters.