Yield curve estimation by kernel smoothing methods (Q5952031)
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scientific article; zbMATH DE number 1687600
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Yield curve estimation by kernel smoothing methods |
scientific article; zbMATH DE number 1687600 |
Statements
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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0.8413792252540588
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0.8038905262947083
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0.7908024191856384
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0.7790340781211853
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