Estimation of the term structure of interest rates via cubic exponential spline functions

Estimation of the term structure of interest rates via cubic exponential spline functions

Show other versions (1)

Bibliographic Details
Main Author:	Chen, Eva T.
Language:	English
Published:	The Ohio State University / OhioLINK 1987
Online Access:	http://rave.ohiolink.edu/etdc/view?acc_num=osu1279824799

Similar Items

Estimation of the term structure of interest rates via cubic exponential spline functions /
by: Chen, Eva T.
Published: (1987)

Approximating term structure of interest rates using cubic L1 splines
by: Jhih-Kai Jhang, et al.

Estimating the Term Structure of Interest Rate ~ Using Smoothing Spline Functions
by: Shan, Jia-jen, et al.
Published: (2001)

Measuring the Term Structure of Interest Rates with Spline Function
by: Lee,Shu-Jen, et al.
Published: (1994)

Modified B-Spline Model and Estimation of the Term Structure of Interest Rate
by: Chung-Hsien Chang, et al.
Published: (2003)

Gradient Profile Estimation Using Exponential Cubic Spline Smoothing in a Bayesian Framework
by: Kushani De Silva, et al.
Published: (2021-05-01)

A Generalized Cubic Exponential B-Spline Scheme with Shape Control
by: Baoxing Zhang, et al.
Published: (2019-01-01)

An exponential cubic B-spline algorithm for multi-dimensional convection-diffusion equations
by: H.S. Shukla, et al.
Published: (2018-09-01)

The exponential and trigonometric cubic B-spline methods for second order matrix differential equations
by: mohamed shaalan, et al.
Published: (2018-05-01)

Cubic Spline Histopolation*
by: Evely Kirsiaed, et al.
Published: (2017-07-01)

Numerical solutions of the reaction diffusion system by using exponential cubic B-spline collocation algorithms
by: Ersoy Ozlem, et al.
Published: (2015-12-01)

Forecasting the Term Structure of Interest Rates with Dynamic Constrained Smoothing B-Splines
by: Eduardo Mineo, et al.
Published: (2020-04-01)

Interpolation of natural cubic spline
by: Arun Kumar, et al.
Published: (1992-01-01)

DCOBS: forecasting the term structure of interest rates with dynamic constrained smoothing B-Splines
by: Eduardo Phillipe Mineo
Published: (2017)

DCOBS: forecasting the term structure of interest rates with dynamic constrained smoothing B-Splines
by: Mineo, Eduardo Phillipe
Published: (2017)

Images compression by using cubic spline-functions methods
by: Kateryna Kotsiubivska, et al.
Published: (2018-01-01)

The QRS Complex Detection Based on Cubic Spline Functions
by: Shyu-Yu Wu, et al.
Published: (2010)

Approximation of Caputo time-fractional diffusion equation using redefined cubic exponential B-spline collocation technique
by: Mohammad Tamsir, et al.
Published: (2021-02-01)

Testing the Performance of Cubic Splines and Nelson-Siegel Model for Estimating the Zero-coupon Yield Curve
by: Lorenčič Eva
Published: (2016-06-01)

Principle of Duality in Cubic Smoothing Spline
by: Ruixue Du, et al.
Published: (2020-10-01)

Watermarked ECG Signal Compression Technique Via Cubic Spline Approximation
by: LEE, SHENG-HUNG, et al.
Published: (2014)

Solution and interpolation of one-dimensional heat equation by using cran-nicolson, Cubic Spline and Cubic B-Spline
by: Wan Sulaiman, Wan Khadijah
Published: (2013)

Convergence order in trajectory estimation by piecewise-cubics and exponential parameterization
by: Ryszard Kozera, et al.
Published: (2019-01-01)

Comparison of cubic trigonometric polynomial B-Spline and extended uniform cubic B-Spline in designing three-dimensional bottle
by: MohdNor, N.N.N.B, et al.
Published: (2019)

Univariate Cubic L1 Interpolating Splines: Spline Functional, Window Size and Analysis-based Algorithm
by: Shu-Cherng Fang, et al.
Published: (2010-08-01)

Restricted cubic splines for modelling periodic data.
by: Lara Lusa, et al.
Published: (2020-01-01)

Cubic Trigonometric Nonuniform Spline Curves and Surfaces
by: Lanlan Yan
Published: (2016-01-01)

Characterization of the best approximations by classic cubic splines
by: Tuen, Tuen
Published: (2013)

Rasterisation of cubic splines applied to font design
by: Leitch, Sean
Published: (1989)

Cubic spline elements for boundary integral equations
by: Bilgen, Semih.
Published: (2013)

Cubic spline elements for boundary integral equations
by: Bilgen, Semih.
Published: (2013)

A NOTE ON MONOTONE PIECEWISE CUBIC SPLINE
by: Yu,Chao Ya, et al.
Published: (1994)

FORECASTING DAILY LOAD DATA USING STRUCTURAL MODELS AND CUBIC SPLINE
by: FABIANA GORDON
Published: (1996)

A study on the Motion Estimation in the MPEG-4 Video Codec using cubic Spline Interpolation
by: Chao-Ming, Chen, et al.
Published: (2007)

An algorithm based on a new DQM with modified exponential cubic B-splines for solving hyperbolic telegraph equation in (2 + 1) dimension
by: Singh Brajesh Kumar, et al.
Published: (2018-06-01)

ESTIMATING VAR MODELS FOR THE TERM STRUCTURE OF INTEREST RATES
by: REGINA KAZUMI FUKUDA
Published: (2006)

Fitting Rainfall Data by Using Cubic Spline Interpolation
by: Azizan Irham, et al.
Published: (2018-01-01)

Cubic Splines for Trachea and Bronchial Tubes Grid Generation
by: Eliandro Rodrigues Cirilo, et al.
Published: (2006-02-01)

Cubic B-Spline Curves with Shape Parameter and Their Applications
by: Houjun Hang, et al.
Published: (2017-01-01)

Cubic Spline Collocation Method for Fractional Differential Equations
by: Shui-Ping Yang, et al.
Published: (2013-01-01)