Estimating Interest Rate Curves by Support Vector Regression
From MaRDI portal
Publication:3063863
DOI10.1080/07474938.2010.481998zbMath1202.91352MaRDI QIDQ3063863
Publication date: 15 December 2010
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2010.481998
91G70: Statistical methods; risk measures
62J02: General nonlinear regression
91G30: Interest rates, asset pricing, etc. (stochastic models)
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