A REVIEW OF TECHNIQUES FOR THE ESTIMATION OF THE TERM STRUCTURE (Q3022040): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A note on interest rate term structure estimation using tension splines / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: An equilibrium characterization of the term structure / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A Theory of the Term Structure of Interest Rates / rank | |||
Normal rank | |||
Latest revision as of 11:46, 10 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A REVIEW OF TECHNIQUES FOR THE ESTIMATION OF THE TERM STRUCTURE |
scientific article |
Statements
A REVIEW OF TECHNIQUES FOR THE ESTIMATION OF THE TERM STRUCTURE (English)
0 references
22 June 2005
0 references
Arbitrage
0 references
term structure
0 references
splines
0 references
parsimonious models
0 references
