Author:
Gilli Manfred,Schumann Enrico
Reference6 articles.
1. Forecasting the Term Structure of Government Bond Yields;X Francis;Journal of Econometrics,2006
2. Heuristic optimization methods in econometrics;Manfred Gilli;Handbook of Computational Econometrics,2009
3. Calibrating the Nelson-SiegelSvensson Model;Manfred Gilli;COMISEF Working Paper Series,2010
4. A Genetic Algorithm Estimation of the Term Structure of Interest Rates;Ricardo Gimeno;Computational Statistics & Data Analysis,2009
5. Comparison of Nonlinear Optimization Algorithms for Yield Curve Estimation;Polychronis Manousopoulos;European Journal of Operational Research,2009
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7 articles.
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