ycevo-package: Nonparametric Estimation of the Yield Curve Evolution
In FinYang/ycevo: Nonparametric Estimation of the Yield Curve Evolution
ycevo-package R Documentation
Nonparametric Estimation of the Yield Curve Evolution
Description
Nonparametric estimation of the discount rate and yield curve.
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:
FinYang/ycevo documentation built on April 10, 2024, 8:17 a.m.
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| ycevo-package | R Documentation |
Nonparametric Estimation of the Yield Curve Evolution
Description
Nonparametric estimation of the discount rate and yield curve.
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:
R Package Documentation
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We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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