Browsing Department of Statistics (MU) by Title "Bayesian smoothing spline models and their application in estimating yield curves"
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Bayesian smoothing spline models and their application in estimating yield curves
(University of Missouri--Columbia, 2015)[ACCESS RESTRICTED TO THE UNIVERSITY OF MISSOURI AT AUTHOR'S REQUEST.] The term structure of interest rates, also called the yield curve, is the series of interest rates ordered by term to maturity at a given time. The ...