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Smooth Estimation of Yield Curves by Laguerre Functions

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.

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ID Code: 23852
Item Type: Conference Paper
Keywords: Yield Curve, Laguerre Polynomials, Forward Rate
ISBN: 0-9758400-0-2
Subjects: Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > APPLIED ECONOMICS (140200) > Financial Economics (140207)
Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > ECONOMETRICS (140300) > Econometric and Statistical Methods (140302)
Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > ECONOMETRICS (140300) > Economic Models and Forecasting (140303)
Divisions: Current > QUT Faculties and Divisions > QUT Business School
Current > Schools > School of Economics & Finance
Deposited On: 18 Jun 2009 00:13
Last Modified: 01 Mar 2012 12:14

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