Estimating the long rate and its volatility (Q500503)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimating the long rate and its volatility |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the long rate and its volatility |
scientific article |
Statements
Estimating the long rate and its volatility (English)
0 references
5 October 2015
0 references
long rate
0 references
Nelson-Siegel model
0 references
Svensson model
0 references
ridge regression
0 references
