Estimation of a nonparametric model for bond prices from cross-section and time series information
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Cites work
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- What does the yield curve tell us about GDP growth?
- Yield curve estimation by kernel smoothing methods
- Yield curve modeling and forecasting. The dynamic Nelson-Siegel approach
Cited in
(9)- A nonparametric model for analysis of the EURO bond market
- Prediction of individual bond prices via a dynamic bond pricing model: application to Japanese Government bond price data
- A dynamic model of expected bond returns: A functional gradient descent approach
- New bond pricing models with applications to Japanese data
- Advances in Neural Networks – ISNN 2005
- Forecasting the US term structure of interest rates using nonparametric functional data analysis
- ycevo
- Parameter Estimation of Parabolic Type Factor Model and Empirical Study of US Treasury Bonds
- Yield curve estimation by kernel smoothing methods
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