Nonparametric estimation of convergence of interest rates : effects on bond pricing
Year of publication: |
2005
|
---|---|
Authors: | Corzo Santamaría, Teresa ; Gómez Biscarri, Javier |
Published in: |
Spanish economic review : SER. - Berlin [u.a.] : Springer, ISSN 1435-5469, ZDB-ID 1469301-X. - Vol. 7.2005, 3, p. 167-190
|
Subject: | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | EU-Staaten | EU countries |
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