Term structure modelling by using Nelson-Siegel model
Year of publication: |
2012
|
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Authors: | Hladíková, Hana ; Radová, Jarmila |
Published in: |
European financial and accounting journal : EFAJ. - Praha : [Verlag nicht ermittelbar], ISSN 1805-4846, ZDB-ID 2819858-X. - Vol. 7.2012, 2, p. 36-55
|
Subject: | Yield curve estimation | Nonlinear least squares | Nelson-Siegel model | Schätztheorie | Estimation theory | Zinsstruktur | Yield curve |
Extent: | Illustrationen |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | hdl:10419/109890 [Handle] |
Classification: | G30 - Corporate Finance and Governance. General ; g60 ; M30 - Marketing and Advertising. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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