Estimating the Interest Rate Term Structure of Corporate Debt With a Semiparametric Penalized Spline Model
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Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of the American Statistical Association.
Volume (Year): 99 (2004)
Issue (Month): (January)
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- Radoslava Mirkov & Thomas Maul & Ronald Hochreiter & Holger Thomae, 2014. "Modeling Credit Spreads Using Nonlinear Regression," Papers 1401.6955, arXiv.org.
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