A non-parametric approach to term structure estimation
Year of publication: |
1994
|
---|---|
Authors: | Breckling, Jens |
Other Persons: | DalDosso, Luca (contributor) |
Published in: |
Finanzmarktanwendungen neuronaler Netze und ökonometrischer Verfahren : Ergebnisse des 4. Karlsruher Ökonometrie-Workshops. - Heidelberg : Physica-Verl., ISBN 3-7908-0748-6. - 1994, p. 95-106
|
Subject: | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Theorie | Theory |
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