Estimating the term structure of interest rates using penalized splines
Year of publication: |
2006
|
---|---|
Authors: | Krivobokova, Tatyana ; Kauermann, Göran ; Archontakis, Theofanis |
Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 47.2006, 3, p. 443-459
|
Subject: | Zinsstruktur | Yield curve | Schätzung | Estimation | USA | United States | 1998-2003 |
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