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A nonparametric model for analysis of the EURO bond market (Q951348)

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scientific article; zbMATH DE number 5356613
Language Label Description Also known as
English
A nonparametric model for analysis of the EURO bond market
scientific article; zbMATH DE number 5356613

    Statements

    title
    A nonparametric model for analysis of the EURO bond market (English)
    0 references
    author
    József Abaffy
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    Marida Bertocchi
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    Jitka Dupačová
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    Rosella Giacometti
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    Marie Hušková
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    V. Moriggia
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    publication date
    24 October 2008
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    zbMATH Keywords
    EURO bond market
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    nonparametric regression
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    two-stage model
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    test of country effects
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    62P05
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    62G08
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    zbMATH DE Number
    5356613
    0 references
     
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