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 |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | coupon bonds | forward curve | Hilbert space | local linear | nonparametric regression | Yield curve |
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