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Yield Curve Estimation by Kernel Smoothing Methods
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Yield Curve Estimation by Kernel Smoothing Methods. / Linton, O.; Mammen, E.; Nielsen, J.P.; Tanggaard, Carsten.
In: Journal of Econometrics, Vol. 105, No. 1, 2001, p. 185-223.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Harvard
Linton, O, Mammen, E, Nielsen, JP & Tanggaard, C 2001, 'Yield Curve Estimation by Kernel Smoothing Methods', Journal of Econometrics, vol. 105, no. 1, pp. 185-223. <http://www.sciencedirect.com/science?_ob=MImg&_imagekey=B6VC0-43YYBP5-9-P4&_cdi=5940&_orig=browse&_coverDate=11%2F30%2F2001&_sk=998949998&wchp=dGLSzS-lSzBA&_acct=C000033698&_version=1&_userid=634412&md5=2556b439dd8ba2361be1febc8ac57c82&ie=f.pdf>
APA
Linton, O., Mammen, E., Nielsen, J. P., & Tanggaard, C. (2001). Yield Curve Estimation by Kernel Smoothing Methods. Journal of Econometrics, 105(1), 185-223. http://www.sciencedirect.com/science?_ob=MImg&_imagekey=B6VC0-43YYBP5-9-P4&_cdi=5940&_orig=browse&_coverDate=11%2F30%2F2001&_sk=998949998&wchp=dGLSzS-lSzBA&_acct=C000033698&_version=1&_userid=634412&md5=2556b439dd8ba2361be1febc8ac57c82&ie=f.pdf
CBE
Linton O, Mammen E, Nielsen JP, Tanggaard C. 2001. Yield Curve Estimation by Kernel Smoothing Methods. Journal of Econometrics. 105(1):185-223.
MLA
Linton, O. et al. "Yield Curve Estimation by Kernel Smoothing Methods". Journal of Econometrics. 2001, 105(1). 185-223.
Vancouver
Linton O, Mammen E, Nielsen JP, Tanggaard C. Yield Curve Estimation by Kernel Smoothing Methods. Journal of Econometrics. 2001;105(1):185-223.
Author
Linton, O. ; Mammen, E. ; Nielsen, J.P. ; Tanggaard, Carsten. / Yield Curve Estimation by Kernel Smoothing Methods. In: Journal of Econometrics. 2001 ; Vol. 105, No. 1. pp. 185-223.
Bibtex
@article{603dffe024fe11da834f000ea68e967b,
title = "Yield Curve Estimation by Kernel Smoothing Methods",
abstract = "Udgivelsesdato: NOV",
author = "O. Linton and E. Mammen and J.P. Nielsen and Carsten Tanggaard",
year = "2001",
language = "English",
volume = "105",
pages = "185--223",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier BV",
number = "1",
}
RIS
TY - JOUR
T1 - Yield Curve Estimation by Kernel Smoothing Methods
AU - Linton, O.
AU - Mammen, E.
AU - Nielsen, J.P.
AU - Tanggaard, Carsten
PY - 2001
Y1 - 2001
N2 - Udgivelsesdato: NOV
AB - Udgivelsesdato: NOV
M3 - Journal article
VL - 105
SP - 185
EP - 223
JO - Journal of Econometrics
JF - Journal of Econometrics
SN - 0304-4076
IS - 1
ER -