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

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  • Luca Barzanti
  • Corrado Corradi

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  • Luca Barzanti & Corrado Corradi, 1997. "Monotonicity preserving regression techniques for interest rate term structure estimation: A note," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 20(2), pages 125-131, September.
    • Handle: RePEc:spr:decfin:v:20:y:1997:i:2:p:125-131
    DOI: 10.1007/BF02728996
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    References listed on IDEAS

    as
    1. Mark Fisher & Douglas Nychka & David Zervos, 1995. "Fitting the term structure of interest rates with smoothing splines," Finance and Economics Discussion Series 95-1, Board of Governors of the Federal Reserve System (U.S.).
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    Keywords

    term structure estimation; tension splines;

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