Yield Curve Estimation by Kernel Smoothing Methods

Research output: Research - peer-reviewJournal article

  • O. Linton
    O. LintonDenmark
  • E. Mammen
    E. MammenDenmark
  • J.P. Nielsen
    J.P. NielsenDenmark
  • Carsten Tanggaard
Udgivelsesdato: NOV
Original languageEnglish
JournalJournal of Econometrics
Volume105
Issue number1
Pages (from-to)185-223
Number of pages39
ISSN0304-4076
StatePublished - 2001

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