Applications and Case Studies - Estimating the Interest Rate Term Structure of Corporate Debt With a Semiparametric Penalized Spline Model
| Year of publication: |
2004
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| Authors: | Jarrow, Robert ; Ruppert, David ; Yu, Yan |
| Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 99.2004, 465, p. 57-66
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