Smooth Estimation of Yield Curves by Laguerre Functions
| Contribuinte(s) |
Zerger, A Argent, R |
|---|---|
| Data(s) |
2005
|
| Formato |
application/pdf |
| Identificador | |
| Publicador |
The Modelling And Simulation Society Of Australia And New Zealand |
| Relação |
http://eprints.qut.edu.au/23852/1/23852_hurn_2006001493.pdf http://www.mssanz.org.au/modsim05/proceedings/papers/ Hurn, Stan, Lindsay, Kenneth, & Pavlov, Vladimir (2005) Smooth Estimation of Yield Curves by Laguerre Functions. In Zerger, A & Argent, R (Eds.) MODSIM 05 - International Congress On MOdelling And Simulation Advances And Applications For Management And Decision Making, 12 December - 15 December, 2005, Australia, Victoria, Melbourne. |
| Fonte |
QUT Business School; School of Economics & Finance |
| Palavras-Chave | #140207 Financial Economics #140302 Econometric and Statistical Methods #140303 Economic Models and Forecasting #Yield Curve, Laguerre Polynomials, Forward Rate |
| Tipo |
Conference Paper |
