Term structure analysis with big data: one-step estimation using bond prices (Q2323364)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Term structure analysis with big data: one-step estimation using bond prices |
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Term structure analysis with big data: one-step estimation using bond prices (English)
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2 September 2019
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extended Kalman filter
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fixed-coupon bond prices
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arbitrage-free Nelson-Siegel model
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