Yield Curve Estimation Under Extreme Conditions: Do RBF Networks Perform Better?

2018 ◽  
pp. 241-251 ◽  
Author(s):  
Alessia Cafferata ◽  
Pier Giuseppe Giribone ◽  
Marco Neffelli ◽  
Marina Resta
Keyword(s):  
Yield Curve ◽  
Extreme Conditions ◽  
Rbf Networks ◽  
Curve Estimation

scholarly journals Yield Curve Estimation by Kernel Smoothing Methods

2000 ◽  
Author(s):  
Oliver B. Linton ◽  
Enno Mammen ◽  
Jens Perch Nielsen ◽  
Carsten Tanggaard
Keyword(s):  
Kernel Smoothing ◽  
Yield Curve ◽  
Curve Estimation ◽  
Smoothing Methods

scholarly journals Yield curve estimation by kernel smoothing methods

2001 ◽  
Vol 105 (1) ◽  
pp. 185-223 ◽  
Author(s):  
Oliver Linton ◽  
Enno Mammen ◽  
Jans Perch Nielsen ◽  
Carsten Tanggaard
Keyword(s):  
Kernel Smoothing ◽  
Yield Curve ◽  
Curve Estimation ◽  
Smoothing Methods

Liquidity and Yield Curve Estimation

2012 ◽  
Vol 48 (5) ◽  
pp. 4-24 ◽  
Author(s):  
Shih-Chuan Tsai
Keyword(s):  
Yield Curve ◽  
Curve Estimation

scholarly journals Yield Curve Estimation: An Empirical Evidence from the Tunisian Bond Market

2017 ◽  
Vol 5 (6) ◽  
pp. 300-309
Author(s):  
Aziz Chouikh ◽  
Rania Yousfi ◽  
Chehir Chehibi
Keyword(s):  
Empirical Evidence ◽  
Yield Curve ◽  
Bond Market ◽  
Curve Estimation
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