A REVIEW OF TECHNIQUES FOR THE ESTIMATION OF THE TERM STRUCTURE (Q3022040): Difference between revisions
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| Property / cites work: A note on interest rate term structure estimation using tension splines / rank | |||
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| Property / cites work: An equilibrium characterization of the term structure / rank | |||
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| Property / cites work: A Theory of the Term Structure of Interest Rates / rank | |||
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Latest revision as of 12:46, 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 |
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A REVIEW OF TECHNIQUES FOR THE ESTIMATION OF THE TERM STRUCTURE (English)
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22 June 2005
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Arbitrage
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term structure
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splines
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parsimonious models
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