A nonparametric method to estimate the term structure in a continuous framework
Sabine Lorimier
| Year of publication: |
1994
|
|---|---|
| Authors: | Lorimier, Sabine |
| Publisher: |
Antwerpen : Centrum voor Bedrijfseconomie en Bedrijfseconometrie |
| Subject: | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation |
| Extent: | 16 Bl |
|---|---|
| Series: | Working paper / Centrum voor Bedrijfseconomie en Bedrijfseconometrie, Universiteit Antwerpen. - Antwerpen, ZDB-ID 2578426-2. - Vol. 94-203 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000554949