Estimating Yield Curves by Kernel Smoothing Methods
Year of publication: |
1998-12
|
---|---|
Authors: | Linton, Oliver ; Mammen, E. ; Nielsen, J. ; Tanggaard, C. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Coupon bonds | forward curve | Hilbert space | local linear | nonparametric regression | yield curve |
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