Yield curve estimation by kernel smoothing

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Yield curve estimation by kernel smoothing

Publication Data

Title Yield curve estimation by kernel smoothing
Contributors Carsten Taanggard, Carsten Taanggard
Publication date 2004
Publication location London
Language English

Topics

Rate of return :: Statistical methods
Government securities :: Mathematical models
Mathematical statistics

Catalogue Data

OBNB ID GBA564508
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 16 p.

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