The estimations of yields and volatility for short-term interest rate dynamic models (Q3193941)
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scientific article; zbMATH DE number 6500754
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|---|---|---|---|
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| English | The estimations of yields and volatility for short-term interest rate dynamic models |
scientific article; zbMATH DE number 6500754 |
Statements
28 October 2015
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kernel regression
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local weighted least squares estimation
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local maximum likelihood estimation
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0.7971001267433167
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0.7959805130958557
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0.7719653844833374
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0.7691080570220947
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