Josef Hayden

affiliation not provided to SSRN

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Scholarly Papers (1)

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Zero Coupon Yield Curve Estimation with the Package Termstrc

Journal of Statistical Software, Forthcoming
Posted: 26 Nov 2008 Last Revised: 08 Aug 2010
Robert Ferstl and Josef Hayden
Oesterreichische Nationalbank (OeNB) and affiliation not provided to SSRN

Abstract:

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fixed income, term structure estimation, global optimization, R