Robust term structure estimation in developed and emerging markets
type: Item
instance of: scholarly article
title: Robust term structure estimation in developed and emerging markets
zbMATH Open document ID: 1404.91260
author: Emrah Ahi
author: Vedat Akgiray
author: Emrah Sener
published in: Annals of Operations Research
publication date: 2018-03-02T00:00:00Z
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 90C26
Mathematics Subject Classification ID: 90C59
zbMATH DE Number: 6846263
zbMATH Keywords: term structure
zbMATH Keywords: Nelson-Siegel-Svensson
zbMATH Keywords: particle swarm optimization
zbMATH Keywords: robust estimation
describes a project that uses: fminsearch
MaRDI profile type: Publication
full work available at URL: s10479-016-2282-5
OpenAlex ID: W2519573012
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DOI: 10.1007/S10479-016-2282-5
description: scientific article; zbMATH DE number 6846263