Monotonicity preserving regression techniques for interest rate term structure estimation: A note

Luca Barzanti () and Corrado Corradi ()

Decisions in Economics and Finance, 1997, vol. 20, issue 2, 125-131

Keywords: term structure estimation; tension splines (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1007/BF02728996

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