Efficient nonparametric estimation of the conditional variance and correlation functions in the Nelson-Siegel yield curve model
Sulkhan Chavleishvili
| Year of publication: |
2014
|
|---|---|
| Authors: | Chavleishvili, Sulkhan |
| Published in: |
Essays in econometrics. - 2014, p. 37-59
|
| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Korrelation | Correlation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011283929