Yield curve estimation by kernel smoothing
Year of publication: |
2004
|
---|---|
Authors: | Taanggard, Carsten ; Nielsen, Jens Perch ; Mammen, Enno ; Linton, Oliver |
Publisher: |
London |
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Zinsstruktur | Yield curve | Zero-Bond | Zero-coupon bond |
-
Nelson-Siegel, Affine and Quadratic Yield Curve Specifications : Which One is Better at Forecasting?
Nyholm, Ken, (2010)
-
Nelson-Siegel, affine and quadratic yield curve specifications : which one is better at forecasting?
Nyholm, Ken, (2010)
-
Nelson-Siegel, Affine and Quadratic Yield Curve specifications : which one is better at forecasting?
Nyholm, Ken, (2012)
- More ...
-
Estimating yield curves by Kernel smoothing methods
Linton, Oliver, (1998)
-
Estimating yield curves by Kernel smoothing methods
Linton, Oliver, (1998)
-
Yield Curve Estimation by Kernel Smoothing Methods
Linton, Oliver, (2000)
- More ...