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1998-12-16Buch DOI: 10.18452/3270
Estimating Yield Curves by Kernel Smoothing Methods
dc.contributor.authorLinton, Oliver
dc.contributor.authorMammen, Enno
dc.contributor.authorNielsen, Jens P.
dc.contributor.authorTanggaard, C.
dc.date.accessioned2017-06-15T20:26:41Z
dc.date.available2017-06-15T20:26:41Z
dc.date.created2005-09-09
dc.date.issued1998-12-16
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/3922
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectcoupon bondseng
dc.subjectforward curveeng
dc.subjectHilbert spaceeng
dc.subjectlocal lineareng
dc.subjectnonparametric regressioneng
dc.subjectYield curveeng
dc.subject.ddc330 Wirtschaft
dc.titleEstimating Yield Curves by Kernel Smoothing Methods
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10046445
dc.identifier.doihttp://dx.doi.org/10.18452/3270
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages54
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume1999
local.edoc.container-issue54
local.edoc.container-year1998
local.edoc.container-erstkatid2135319-0

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