Estimating the Interest Rate Term Structure of Corporate Debt With a Semiparametric Penalized Spline Model

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Publication:5474405

DOI10.1198/016214504000000070zbMath1089.62521OpenAlexW2020389998MaRDI QIDQ5474405

Yan Yu, David Ruppert, Robert A. Jarrow

Publication date: 26 June 2006

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214504000000070




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