Estimating Interest Rate Curves by Support Vector Regression
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References listed on IDEAS
- Fernando Perez-cruz & Julio Afonso-rodriguez & Javier Giner, 2003. "Estimating GARCH models using support vector machines," Quantitative Finance, Taylor & Francis Journals, vol. 3(3), pages 163-172.
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KeywordsBid-ask spread; Interest rate curves; Interest rate swaps; Support Vector Regression;
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