Work

Estimating the Gilt‐edged Term Structure: Basis Splines and Confidence Intervals

Year: 1991

Type: article

Source: Journal of Business Finance &amp Accounting

DOI: 10.1111/j.1468-5957.1991.tb01119.x

Author: James M. Steeley

Institutions: Washington University in St. Louis, University of Warwick

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2024967417

FWCI: 1.78

Cites: 17

Cited by: 111

Related to: 10