Pages that link to "Item:Q104342"

The following pages link to Estimation of a nonparametric model for bond prices from cross-section and time series information (Q104342):

Displaying 8 items.

• ycevo (Q104343) (← links)
• Prediction of individual bond prices via a dynamic bond pricing model: application to Japanese Government bond price data (Q702234) (← links)
• A nonparametric model for analysis of the EURO bond market (Q951348) (← links)
• New bond pricing models with applications to Japanese data (Q1000346) (← links)
• A dynamic model of expected bond returns: A functional gradient descent approach (Q1010570) (← links)
• Parameter Estimation of Parabolic Type Factor Model and Empirical Study of US Treasury Bonds (Q3004460) (← links)
• Advances in Neural Networks – ISNN 2005 (Q5707230) (← links)
• Yield curve estimation by kernel smoothing methods (Q5952031) (← links)