Yield curve estimation by kernel smoothing methods
Year of publication: |
2000-04
|
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Authors: | Linton, Oliver ; Mammen, Enno ; Perch Nielsen, Jens ; Tanggaard, C |
Institutions: | London School of Economics (LSE) |
Subject: | Coupon bonds | kernel estimation | Hilbert space | nonparametric regression | term structure estimation | yield curve | zero coupon |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Econometrics; EM/2000/385, EM/00/385 44 pages |
Classification: | G12 - Asset Pricing ; C14 - Semiparametric and Nonparametric Methods |
Source: |
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Yield Curve Estimation by Kernel Smoothing Methods
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