On estimating the yield and volatility curves

Jitka Dupačová; Jozsef Abaffy; Marida Bertocchi; Marie Hušková

Kybernetika (1997)

  • Volume: 33, Issue: 6, page 659-673
  • ISSN: 0023-5954

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Dupačová, Jitka, et al. "On estimating the yield and volatility curves." Kybernetika 33.6 (1997): 659-673. <http://eudml.org/doc/27275>.

@article{Dupačová1997,
author = {Dupačová, Jitka, Abaffy, Jozsef, Bertocchi, Marida, Hušková, Marie},
journal = {Kybernetika},
keywords = {parametric and nonparametric regression models; nonparametric estimators; cubic splines},
language = {eng},
number = {6},
pages = {659-673},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On estimating the yield and volatility curves},
url = {http://eudml.org/doc/27275},
volume = {33},
year = {1997},
}

TY - JOUR
AU - Dupačová, Jitka
AU - Abaffy, Jozsef
AU - Bertocchi, Marida
AU - Hušková, Marie
TI - On estimating the yield and volatility curves
JO - Kybernetika
PY - 1997
PB - Institute of Information Theory and Automation AS CR
VL - 33
IS - 6
SP - 659
EP - 673
LA - eng
KW - parametric and nonparametric regression models; nonparametric estimators; cubic splines
UR - http://eudml.org/doc/27275
ER -

References

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