PARSIMONIOUS MODELING OF YIELD CURVES

[1] A NEW APPROACH TO ESTIMATION OF THE TERM STRUCTURE OF INTEREST-RATES [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1984, 19 (03) : 233 - 252

[2] COHEN KJ, 1966, MANAGE SCI, V13, pB168

[3] COURANT E, 1953, METHODS MATH PHYSICS

[4] ESTIMATING TERM STRUCTURE EQUATIONS WITH INDIVIDUAL BOND DATA [J]. JOURNAL OF FINANCE, 1978, 33 (01) : 75 - 92

[5] DURAND D, 1942, 3 NAT BUR EC RES TEC

[6] QUANTITATIVE YIELD CURVE MODEL FOR ESTIMATING TERM STRUCTURE OF INTEREST-RATES [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1976, 11 (01) : 87 - 114

[7] EXPECTATIONS, TERM STRUCTURE OF INTEREST RATES, AND RECENT BRITISH EXPERIENCE [J]. ECONOMICA, 1966, 33 (131) : 319 - 329

[8] FRIEDMAN M, 1977, UNPUB TIME PERSPECTI

[9] DEMAND FOR MONEY AND THE TERM STRUCTURE OF INTEREST-RATES [J]. JOURNAL OF POLITICAL ECONOMY, 1979, 87 (01) : 109 - 129

[10] Malkiel B.Gorton., 1966, TERM STRUCTURE INTER

[1] A NEW APPROACH TO ESTIMATION OF THE TERM STRUCTURE OF INTEREST-RATES [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1984, 19 (03) : 233 - 252

[2] COHEN KJ, 1966, MANAGE SCI, V13, pB168

[3] COURANT E, 1953, METHODS MATH PHYSICS

[4] ESTIMATING TERM STRUCTURE EQUATIONS WITH INDIVIDUAL BOND DATA [J]. JOURNAL OF FINANCE, 1978, 33 (01) : 75 - 92

[5] DURAND D, 1942, 3 NAT BUR EC RES TEC

[6] QUANTITATIVE YIELD CURVE MODEL FOR ESTIMATING TERM STRUCTURE OF INTEREST-RATES [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1976, 11 (01) : 87 - 114

[7] EXPECTATIONS, TERM STRUCTURE OF INTEREST RATES, AND RECENT BRITISH EXPERIENCE [J]. ECONOMICA, 1966, 33 (131) : 319 - 329

[8] FRIEDMAN M, 1977, UNPUB TIME PERSPECTI

[9] DEMAND FOR MONEY AND THE TERM STRUCTURE OF INTEREST-RATES [J]. JOURNAL OF POLITICAL ECONOMY, 1979, 87 (01) : 109 - 129

[10] Malkiel B.Gorton., 1966, TERM STRUCTURE INTER