A note on interest rate term structure estimation by monotonic smoothing splines.

Authors
Barzanti, Luca Corrado, Corradi
Citation
Luca Barzanti et Corradi Corrado, A note on interest rate term structure estimation by monotonic smoothing splines., Statistica, 61(2), 2001, pp. 205-212
Journal title
Statistica
ISSN journal
0390590X → ACNP
Volume
61
Issue
2
Year of publication
2001
Pages
205 - 212
Database
ESSPER
SICI code
0390-590X(2001)61:2<205:ANOIRT>2.0.ZU;2-J