Estimation using a nonparametric term structure model of interest rates based on different kernel functions

GU Cheng1;YANG YongYu1;ZHOU RongXi2

Journal of Beijing University of Chemical Technology ›› 2009, Vol. 36 ›› Issue (5) : 112-115.

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Journal of Beijing University of Chemical Technology ›› 2009, Vol. 36 ›› Issue (5) : 112-115.
管理与数理科学

Estimation using a nonparametric term structure model of interest rates based on different kernel functions

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2009, 36(5): 112-115

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