Robust term structure estimation in developed and emerging markets (Q1703534)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Robust term structure estimation in developed and emerging markets |
scientific article |
Statements
Robust term structure estimation in developed and emerging markets (English)
0 references
2 March 2018
0 references
term structure
0 references
Nelson-Siegel-Svensson
0 references
particle swarm optimization
0 references
robust estimation
0 references
0 references
0 references