Yield curve estimation by kernel smoothing methods (Q5952031): Difference between revisions

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Revision as of 09:28, 30 July 2024

scientific article; zbMATH DE number 1687600
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English
Yield curve estimation by kernel smoothing methods
scientific article; zbMATH DE number 1687600

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    Yield curve estimation by kernel smoothing methods (English)
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    2001
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    coupon bonds
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    kernel estimation
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    Hilbert space
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    term structure estimation
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    yield curve
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    zero coupon
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