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Yield Curve Estimation by Kernel Smoothing Methods
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
- O. Linton, DenmarkE. Mammen, DenmarkJ.P. Nielsen, Denmark
- Carsten Tanggaard
- Department of Business Studies
- Finance Research Group
Udgivelsesdato: NOV
| Translated title of the contribution | Yield Curve Estimation by Kernel Smoothing Methods |
|---|---|
| Original language | English |
| Journal | Journal of Econometrics |
| Volume | 105 |
| Issue number | 1 |
| Pages (from-to) | 185-223 |
| Number of pages | 39 |
| ISSN | 0304-4076 |
| Publication status | Published - 2001 |
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ID: 32319103