Estimating the interest rate term structure of corporate debt with a semiparametric penalized spline model
Robert Jarrow; David Ruppert and Yan Yu
| Year of publication: |
2004
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|---|---|
| Authors: | Jarrow, Robert A. ; Ruppert, David ; Yu, Yan |
| Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 99.2004, 465, p. 57-66
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| Subject: | Zinsstruktur | Yield curve | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Schätzung | Estimation | Zins | Interest rate | Verbindlichkeiten | Corporate debt |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of the American Statistical Association |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002029382