- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
In: Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Band 1999, Ausgabe 54, 1998
- Schlagwort
-
Zinsstruktur
Regression
Nichtparametrisches Verfahren
Theorie
Schätzung
Öffentliche Anleihe
USA
Zinsstruktur
Zinsstrukturtheorie
Regressionsanalyse
Nichtparametrische Statistik
Nichtparametrisches Verfahren
Schätzung
Bundesanleihe
Konsol
Staatsanleihe
Zwangsanleihe
USA
- Ereignis
-
Veröffentlichung
- (wo)
-
Berlin
- (wer)
-
Humboldt-Universität zu Berlin
- (wann)
-
1998
- DOI
-
10.18452/3270
- URN
-
urn:nbn:de:kobv:11-10046445
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:52 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Linton, Oliver
- Mammen, Enno
- Nielsen, Jens Perch
- Tanggaard, Carsten
- Humboldt-Universität zu Berlin
Entstanden
- 1998
Ähnliche Objekte (12)
Estimating yield curves by Kernel smoothing methods
Estimating Yield Curves by Kernel Smoothing Methods
Yield curve modelling and a conceptual framework for estimating yield curves: Evidence from the European Central Bank's yield curves
Estimating yield curves from swap, BUBOR and FRA data
Kernel Estimation: the Equivalent Spline Smoothing Method
Bootstrap of Kernel Smoothing in Nonlinear Time Series
Bootstrap of kernel smoothing in nonlinear time series
Bootstrap of kernel smoothing in nonlinear time series
Inference via kernel smoothing of bootstrap P values
A new binning approach for fast kernel smoothing
Heat kernel smoothing, hot spots conjecture and Fiedler vector
The functional form of yield curves
Estimating yield curves by Kernel smoothing methods
Estimating Yield Curves by Kernel Smoothing Methods
Yield curve modelling and a conceptual framework for estimating yield curves: Evidence from the European Central Bank's yield curves
Estimating yield curves from swap, BUBOR and FRA data
Kernel Estimation: the Equivalent Spline Smoothing Method
Bootstrap of Kernel Smoothing in Nonlinear Time Series
Bootstrap of kernel smoothing in nonlinear time series
Bootstrap of kernel smoothing in nonlinear time series
Inference via kernel smoothing of bootstrap P values
A new binning approach for fast kernel smoothing
Heat kernel smoothing, hot spots conjecture and Fiedler vector
The functional form of yield curves
Estimating yield curves by Kernel smoothing methods
Estimating Yield Curves by Kernel Smoothing Methods
Yield curve modelling and a conceptual framework for estimating yield curves: Evidence from the European Central Bank's yield curves
Estimating yield curves from swap, BUBOR and FRA data
Kernel Estimation: the Equivalent Spline Smoothing Method
Bootstrap of Kernel Smoothing in Nonlinear Time Series
Bootstrap of kernel smoothing in nonlinear time series
Bootstrap of kernel smoothing in nonlinear time series
Inference via kernel smoothing of bootstrap P values
A new binning approach for fast kernel smoothing
Heat kernel smoothing, hot spots conjecture and Fiedler vector