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Interpolation / Estimation theory / Smoothing spline / B-spline / Yield curve / Normal distribution / Nonparametric regression / Bond valuation / Linear regression / Statistics / Regression analysis / Splines


Estimating Term Structure Using Nonlinear Splines: A Penalized Likelihood Approach
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Document Date: 2013-01-15 18:16:02

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File Size: 302,84 KB

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City

Tokyo / G. Murphy / Derry / /

Company

John Wiley and Sons / British Government Securities / /

Country

Japan / /

Currency

USD / /

/

Facility

Tomohiro Ando The Institute of Statistical Mathematics / Institute of Statistical Mathematics / Keio University / /

Organization

Japan Society for the Promotion of Science / Graduate School / Keio University / Federal Reserve Bank / Bank of England / Institute of Statistical Mathematics / Research Organization of Information and Systems / /

Person

Konishi / Deacon / /

Position

first author / Fisher / model / Forward / /

ProgrammingLanguage

ML / /

PublishedMedium

Journal of Finance / The Economic Journal / /

Technology

simulation / /

SocialTag