Flexible term structure estimation: Which method is preferred?

Metrika

Volumn 63, Issue 1, 2006, Pages 99-122

  Jeffrey, Andrew ^a   Linton, Oliver ^b   Nguyen, Thong ^c  

^a YALE SCHOOL OF MANAGEMENT   (United States)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^c Bank of America Corp   (United States)

Author keywords

Bonds; Fixed Income; Hit rate; Kernal estimation; Nonparametric

Indexed keywords

EID: 32444441396     PISSN: 00261335     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00184-005-0017-8     Document Type: Article

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