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|a 27
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|a Yield curve estimation by kernel smoothing
|c by Carsten Taanggard, Jens Perch Nielsen, Enno Mammen and Oliver Linton
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|a London
|c 2004
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|a 16 S.
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|a Text
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|a Discussion paper series / LSE Financial Markets Group
|v 515
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|8 1.1\x
|a Nichtparametrisches Verfahren
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|a Rate of return
|x Statistical methods
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|a Government securities
|x Mathematical models
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|a Mathematical statistics
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|a Nielsen, Jens Perch
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|a London School of Economics and Political Science
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