Estimating yield curves by Kernel smoothing methods
Year of publication: |
1998
|
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Authors: | Linton, Oliver ; Mammen, Enno ; Nielsen, Jens Perch ; Tanggaard, Carsten |
Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
Subject: | coupon bonds | forward curve | Hilbert space | local linear | nonparametric regression | Yield curve |
Series: | SFB 373 Discussion Paper ; 1999,54 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 722290594 [GVK] hdl:10419/61772 [Handle] RePEc:zbw:sfb373:199954 [RePEc] |
Source: |
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Estimating yield curves by Kernel smoothing methods
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Estimating Yield Curves by Kernel Smoothing Methods
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