Mark J. Buono

Independent

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Scholarly Papers (1)

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The Efficacy of Term Structure Estimation Technique: A Monte Carlo Study

The Journal of Fixed Income, Vol. 2, No. 1, pp. 52-63, March 1992
Number of pages: 12 Posted: 05 Mar 2008 Last Revised: 08 Oct 2013
Mark J. Buono, Russell B. Gregory-Allen and Uzi Yaari
Independent, Massey University - Department of Commerce and Rutgers University
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Abstract:

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government forward rates, term structure estimation methods, risk-free interest rates