Yield curve estimation by kernel smoothing methods

Oliver Bruce Linton (), Enno Mammen, Jans Perch Nielsen and Carsten Tanggaard ()

Journal of Econometrics, 2001, vol. 105, issue 1, pages 185-223

Date: 2001
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Working Paper: Yield Curve Estimation by Kernel Smoothing Methods (2000)
Working Paper: Yield Curve Estimation by Kernel Smoothing Methods (2000)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:econom:v:105:y:2001:i:1:p:185-223

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