Yield curve estimation by kernel smoothing methods
| Year of publication: |
2001
|
|---|---|
| Authors: | Linton, Oliver ; Mammen, Enno ; Nielsen, Jans Perch ; Tanggaard, Carsten |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 105.2001, 1, p. 185-223
|
| Publisher: |
Elsevier |