Term structure of interest rates estimation using rational Chebyshev functions (Q894201): Difference between revisions

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+https://doi.org/10.1007/s10203-014-0161-6
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+W2007642575
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+Global yield curve dynamics and interactions: a dynamic Nelson-Siegel approach
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+Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson–Siegel Model With Time-Varying Parameters
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+Using Chebyshev polynomials to approximate partial differential equations
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