Genetic Algorithm Estimation of Interest Rate Term Structure-Reference-Cited by-同舟云学术

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Genetic Algorithm Estimation of Interest Rate Term Structure

Published:2006 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Gimeno Ricardo,Nave Juan Miguel

Publisher

Elsevier BV

Reference76 articles.

1. Estimating and Fitting the Yield Curve II

2. Statistical Properties of Genetic Learning in a Model of Exchange Rate;J Arifovic;Journal of Economic Dynamics and Control,2000

3. Zero-coupon yield curves: technical documentation, Bank for International Settlements Papers;BIS,2005

4. Yield Curve Modelling at the Bank of Canada

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2. Robust term structure estimation in developed and emerging markets;Annals of Operations Research;2016-08-08

3. Interest Rate Term Structure Decomposition: An Axiomatic Structural Approach;SSRN Electronic Journal;2016

4. Interest Rate Term Structure Decomposition at the Instrument Level;SSRN Electronic Journal;2016

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