Monotonicity preserving regression techniques for interest rate term structure estimation: A note
Year of publication: |
1997
|
---|---|
Authors: | Barzanti, Luca ; Corradi, Corrado |
Published in: |
Decisions in Economics and Finance. - Springer, ISSN 1593-8883. - Vol. 20.1997, 2, p. 125-131
|
Publisher: |
Springer |
Subject: | term structure estimation | tension splines |
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