A nonparametric method for term structure fitting with automatic smoothing
Vadim Kaushanskiy, Victor Lapshin
| Year of publication: |
Dec 2016
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|---|---|
| Authors: | Kaushanskiy, Vadim ; Lapshin, Victor |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 58/60, p. 5654-5666
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| Subject: | Term structure of interest rates | automatic smoothing | numerical algorithm | illiquid bond markets | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Rentenmarkt | Bond market | Algorithmus | Algorithm | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1181835 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011772026