Estimating Interest Rate Curves by Support Vector Regression
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DOI: 10.1080/07474938.2010.481998
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- David Durand, 1942. "Basic Yields of Corporate Bonds, 1900-1942," NBER Books, National Bureau of Economic Research, Inc, number dura42-1.
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Keywords
Bid-ask spread; Interest rate curves; Interest rate swaps; Support Vector Regression;All these keywords.
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