A hybrid spline-based parametric model for the yield curve (Q1657153): Difference between revisions

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-.1016/j.jedc.2017.10.009
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+Generalized autoregressive conditional heteroscedasticity
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@@ Property / cites work @@
+A practical guide to splines.
@@ Property / cites work: A practical guide to splines. / rank @@
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+Q4903819
@@ Property / cites work: Q4903819 / rank @@
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@@ Property / cites work @@
+Forecasting the term structure of government bond yields
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@@ Property / cites work @@
+The macroeconomy and the yield curve: a dynamic latent factor approach
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@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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@@ Property / cites work @@
+Tests of Conditional Predictive Ability
@@ Property / cites work: Tests of Conditional Predictive Ability / rank @@
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+Estimating the Interest Rate Term Structure of Corporate Debt With a Semiparametric Penalized Spline Model
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+.1016/J.JEDC.2017.10.009
@@ Property / DOI: 10.1016/J.JEDC.2017.10.009 / rank @@
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+Publication:1657153