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Yield curve estimation by kernel smoothing

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Bibliographic Details
Other Authors: Taanggard, Carsten (Other) , Nielsen, Jens Perch (Other) , Mammen, Enno (Other) , Linton, Oliver (Other)
Format: Book/Monograph Working Paper
Language:English
Published: London 2004
Series:Discussion paper series / LSE Financial Markets Group 515
In: Discussion paper series (515)

Subjects:
Arbeitspapier
Graue Literatur
Online Access: Get full text
Author Notes:by Carsten Taanggard, Jens Perch Nielsen, Enno Mammen and Oliver Linton
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