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Nonparametric Estimation of the Yield Curve Evolution

Kai-yang Goh, Nathaniel Tomasetti, Yangzhuoran Fin Yang, Bonsoo Koo

Last update: 28 June 2022

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.1.2

Cites work

• Estimation of a nonparametric model for bond prices from cross-section and time series information

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