The following pages link to (Q4212970):
Displaying 16 items.
- Estimation of a nonparametric model for bond prices from cross-section and time series information (Q104342) (← links)
- Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates (Q439703) (← links)
- Estimating the long rate and its volatility (Q500503) (← links)
- Estimation and inference in the yield curve model with an instantaneous error term (Q834330) (← links)
- Term structure of interest rates estimation using rational Chebyshev functions (Q894201) (← links)
- A nonparametric model for analysis of the EURO bond market (Q951348) (← links)
- Nonparametric confidence intervals of instantaneous forward rates (Q1584515) (← links)
- A hybrid spline-based parametric model for the yield curve (Q1657153) (← links)
- Special issue: topics in stochastic programming (Q2118069) (← links)
- Yield curves from different bond data sets (Q2211008) (← links)
- (Q2993853) (← links)
- CONSISTENT YIELD CURVE PREDICTION (Q4563766) (← links)
- Testing Distributions of Stochastically Generated Yield Curves (Q4661706) (← links)
- Advances in Neural Networks – ISNN 2005 (Q5707230) (← links)
- From data to model and back to data: A bond portfolio management problem (Q5945849) (← links)
- Yield curve estimation by kernel smoothing methods (Q5952031) (← links)
