Term structure of interest rates estimation using rational Chebyshev functions
Year of publication: |
2015
|
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Authors: | Manousopoulos, Polychronis ; Michalopoulos, Michalis |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 38.2015, 2, p. 119-146
|
Subject: | Yield curve | Term structure of interest rates | Rational Chebyshev functions | Theorie | Theory | Zinsstruktur | Rationale Erwartung | Rational expectations | Schätzung | Estimation |
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