Efficient nonparametric estimation of the conditional variance and correlation functions in the Nelson-Siegel yield curve model
Year of publication: |
2014
|
---|---|
Authors: | Chavleishvili, Sulkhan |
Published in: |
Essays in econometrics. - 2014, p. 37-59
|
Subject: | Schätztheorie | Estimation theory | Zinsstruktur | Yield curve | Nichtparametrisches Verfahren | Nonparametric statistics | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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