Zero Coupon Yield Curve Estimation with the Package termstrc

Article

Ferstl, Robert and Hayden, Josef (2010) Zero Coupon Yield Curve Estimation with the Package termstrc. Journal of Statistical Software 36 (1), pp. 1-34.

---

Involved Institutions

• Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzierung (Prof. Dr. Gregor Dorfleitner)

  Browse publications

---

Details

Item type	Article
Journal or Publication Title	Journal of Statistical Software
Publisher	American Statistical Association
Volume	36
Number of Issue or Book Chapter	1
Page Range	pp. 1-34
Date	August 2010
Date of publication	16 Apr 2010 09:31
Institutions	Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzierung (Prof. Dr. Gregor Dorfleitner)
Interdisciplinary Subject Network	Immobilien- und Kapitalmärkte
Related URLs	URL URL Type http://www.jstatsoft.org/v36/i01 Publisher http://cran.r-project.org/web/packages/termstrc/index.html Software http://r-forge.r-project.org/projects/termstrc/ Software
Keywords	fixed income; term structure estimation; global optimization; R
Dewey Decimal Classification	300 Social sciences > 330 Economics
Status	Published
Refereed	Yes, this version has been refereed
Created at the University of Regensburg	Partially
Item ID	14402

Export bibliographical data

ASCII CitationAtomBibTeXData Cite XMLDataCite XML OAIDublin CoreDublin Core (LZV)EndNoteHTML CitationJSONJSON LDMETSMODSOPENAIREOpenAPCRDF+N-TriplesRDF+N3RDF+XMLReferReference ManagerSimple MetadataXMLopenCostxMetaDissPlus

---