Yield curve estimation by kernel smoothing
by Carsten Taanggard, Jens Perch Nielsen, Enno Mammen and Oliver Linton
| Year of publication: |
2004
|
|---|---|
| Authors: | Taanggard, Carsten ; Nielsen, Jens Perch ; Mammen, Enno ; Linton, Oliver |
| Publisher: |
London |
| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Zinsstruktur | Yield curve | Zero-Bond | Zero-coupon bond |
| Extent: | 16 S |
|---|---|
| Series: | Discussion paper series / LSE Financial Markets Group. - London, ISSN 0956-8549, ZDB-ID 2202548-0. - Vol. 515 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002815595