Term structure of interest rates estimation using rational Chebyshev functions
type: Item
instance of: scholarly article
title: Term structure of interest rates estimation using rational Chebyshev functions
zbMATH Open document ID: 1398.91628
author: Polychronis Manousopoulos
author: Michalis Michalopoulos
published in: Decisions in Economics and Finance
publication date: 2015-11-27T00:00:00Z
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 41A50
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6514546
zbMATH Keywords: yield curve
zbMATH Keywords: term structure of interest rates
zbMATH Keywords: rational Chebyshev functions
MaRDI profile type: Publication
full work available at URL: s10203-014-0161-6
OpenAlex ID: W2007642575
cites work: Global yield curve dynamics and interactions: a dynamic Nelson-Siegel approach
cites work: Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson–Siegel Model With Time-Varying Parameters
cites work: Using Chebyshev polynomials to approximate partial differential equations
cites work: Q5820676
cites work: Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically
cites work: Forecasting the term structure of government bond yields
cites work: A FAMILY OF MODELS EXPLAINING THE LEVEL-SLOPE-CURVATURE EFFECT
cites work: Q4023645
cites work: Projection methods for solving aggregate growth models
cites work: Q4225048
cites work: Level–Slope–Curvature – Fact or Artefact?
cites work: Comparison of non-linear optimization algorithms for yield curve estimation
cites work: Nelson–Siegel, Affine and Quadratic Yield Curve Specifications: Which One is Better at Forecasting?
DOI: 10.1007/S10203-014-0161-6
description: scientific article; zbMATH DE number 6514546