Estimating yield curves by kernel smoothing methods


Linton, Oliver ; Mammen, Enno ; Nielsen, Jens Perch ; Tanggaard, Carsten


DOI: https://doi.org/10.1016/S0304-4076(01)00075-6
URL: https://www.sciencedirect.com/science/article/pii/...
Additional URL: https://www.researchgate.net/publication/4858900_E...
Document Type: Article
Year of publication: 2001
The title of a journal, publication series: Journal of Econometrics
Volume: 105
Issue number: 1
Page range: 185-223
Place of publication: Amsterdam [u.a.]
Publishing house: Elsevier
ISSN: 0304-4076
Publication language: English
Institution: School of Law and Economics > Statistik (Mammen)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Linton, Oliver ; Mammen, Enno ; Nielsen, Jens Perch ; Tanggaard, Carsten (2001) Estimating yield curves by kernel smoothing methods. Journal of Econometrics Amsterdam [u.a.] 105 1 185-223 [Article]


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