A Hybrid Spline-Based Parametric Model for the Yield Curve
Year of publication: |
2017
|
---|---|
Authors: | Faria, Adriano |
Other Persons: | Almeida, Caio (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zinsstruktur | Yield curve | Schätzung | Estimation | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (48 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 17, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2898306 [DOI] |
Classification: | C51 - Model Construction and Estimation ; c58 ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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