Juan Camilo Santana

Stanford Bolsa & Banca Comisionista de Bolsa S.A.

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Scholarly Papers (1)

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The Yield Curve: A Methodological Review and New Approximations for Estimation

Cuadernos de Economía, Vol. 27, No. 48, 2008
Number of pages: 44 Posted: 27 Aug 2008
Juan Camilo Santana
Stanford Bolsa & Banca Comisionista de Bolsa S.A.
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Abstract:

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yield curves, Nelson-Siegel, Svensson, Kernel regression, smooth splines, local polynomials, Friedmann supersmoother, trigonometric polynomials, artificial neuronal networks