Estimating the long rate and its volatility (Q500503)
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scientific article; zbMATH DE number 6489264
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the long rate and its volatility |
scientific article; zbMATH DE number 6489264 |
Statements
Estimating the long rate and its volatility (English)
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5 October 2015
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long rate
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Nelson-Siegel model
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Svensson model
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ridge regression
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0.86373883
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0.8586738
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0.85023564
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