| ycevo-package {ycevo} | R Documentation |
Nonparametric Estimation of the Yield Curve Evolution
Description
Nonparametric estimation of discount functions and yield curves.
Author(s)
Maintainer: Yangzhuoran Fin Yang yangyangzhuoran@gmail.com (ORCID)
Authors:
Bonsoo Koo Bonsoo.Koo@monash.edu
Other contributors:
Nathaniel Tomasetti [contributor]
Kai-Yang Goh [contributor]
References
Koo, B., La Vecchia, D., & Linton, O. (2021). Estimation of a nonparametric model for bond prices from cross-section and time series information. Journal of Econometrics, 220(2), 562-588.
See Also
Useful links:
[Package ycevo version 0.2.0 Index]