Genetic Algorithm Estimation of Interest Rate Term StructureRicardo Gimeno, Juan Miguel Nave2006-01-01preprintSSRN Electronic Journal64 citationsgreenNo readable copy stored yet — this record is metadata only.Stochastic processes and financial applicationsFinancial Markets and Investment StrategiesMetaheuristic Optimization Algorithms ResearchAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 64 citations exist upstream.References1987Parsimonious Modeling of Yield Curves2003Forecasting the Term Structure of Government Bond Yields2005The macroeconomy and the yield curve: a dynamic latent factor approach2005Credit Cycles, Credit Risk, and Prudential Regulation1994Estimating and Interpreting Forward Interest Rates: Sweden 1992 - 19941971Measuring the Term Structure of Interest Rates2006Sticky Prices in the Euro Area: A Summary of New Micro-Evidence2010The Pricing Behaviour of Firms in the Euro Area: New Survey EvidenceCited by2007Financial Governance of Banking Supervision2007Global Financial Integration, Monetary Policy and Reserve Accumulation: Assessing the Limits in Emerging Economies2007Preconditions for a Successful Implementation of Supervisors' Prompt Corrective Action: Is There a Case for a Banking Standard in the EU?2007An Assessment of Basel II Procyclicality in Mortgage Portfolios2007Equilibrium Exchange Rates in the New EU Members: External Imbalances vs. Real Convergence2007Measurement of Capital Stock and Input Services of Spanish Banks2007Macroeconomic Modelling in EMU: How Relevant is the Change in Regime?