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

Authors
Barzanti, Luca Corradi, Corrado
Citation
Luca Barzanti et Corrado Corradi, Monotonicity preserving regression techniques for interest rate term structure estimation: a note, Rivista di matematica per le scienze economiche e sociali sociali, 20(2), 1997, pp. 125-131
Journal title
Rivista di matematica per le scienze economiche e sociali sociali
ISSN journal
11271035 → ACNP
Volume
20
Issue
2
Year of publication
1997
Pages
125 - 131
Database
ESSPER
SICI code
1127-1035(1997)20:2<125:MPRTFI>2.0.ZU;2-X