BEST FIT MODEL FOR YIELD CURVE ESTIMATION
Yield curve represents a relationship between the rate of return and maturity of certain securities. A range of activities on the market is determined by the abovementioned relationship; therefore its significance is unquestionable. Besides that, its shape reflects the shape of the economy, i.e. it...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Croatian Operational Research Society
2012-12-01
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| Series: | Croatian Operational Research Review |
| Subjects: | |
| Online Access: | http://hrcak.srce.hr/index.php?show=clanak&id_clanak_jezik=142293 |