Constrained Smoothing Splines for the Term Structure of Interest Rates

Márcio Laurini and Marcelo Moura ()

Insper Working Papers from Insper Working Paper, Insper Instituto de Ensino e Pesquisa

Date: 2007-10
New Economics Papers: this item is included in nep-cdm and nep-pol
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Journal Article: Constrained smoothing B-splines for the term structure of interest rates (2010)
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