Estimating the long rate and its volatility (Q500503): Difference between revisions
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| Property / DOI: 10.1016/J.ECONLET.2015.02.022 / rank | |||
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Latest revision as of 19:32, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the long rate and its volatility |
scientific article |
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Estimating the long rate and its volatility (English)
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5 October 2015
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long rate
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Nelson-Siegel model
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Svensson model
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ridge regression
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