Flexible Term Structure Estimation: Which Method is Preferred?
| Year of publication: |
2006
|
|---|---|
| Authors: | Jeffrey, Andrew ; Linton, Oliver ; Nguyen, Thong |
| Published in: |
Metrika. - Springer. - Vol. 63.2006, 1, p. 99-122
|
| Publisher: |
Springer |
| Subject: | Bonds | Fixed Income | Hit rate | Kernal estimation | Nonparametric |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005598688