Comparing different methods for the estimation of interbank intraday yield curves

2020-07-232020-07-232020-01-16http://hdl.handle.net/123456789/11654engNamensnennung 4.0 Internationalhttp://creativecommons.org/licenses/by/4.0/Diebold-Li modele-MIDinterbank credit marketintraday yield curveNelson-Siegel modelSwennsson model330Comparing different methods for the estimation of interbank intraday yield curvesAufsatzInterbankgeschäftZinsstruktur