Nonparametric confidence intervals of instantaneous forward rates (Q1584515)
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scientific article; zbMATH DE number 1525141
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric confidence intervals of instantaneous forward rates |
scientific article; zbMATH DE number 1525141 |
Statements
Nonparametric confidence intervals of instantaneous forward rates (English)
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2 May 2001
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term structure of interest rates
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instantaneous forward rates
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strip bonds
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bootstrapping
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splines
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correlation
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heteroscedasticity
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