Which of the following is not a feature of the exponential splines fitting approach?
A) All its parameters may be estimated simultaneousy using OLS regression.
B) The most popular form is the cubic exponential one.
C) There is an additional parameter over that of the cubic spline method.
D) The parameter is the long-maturity limit of the forward rate.
Correct Answer:
Verified
Q1: In selecting the placement of knot points
Q3: The Nelson-Siegel-Svensson model is
A) A special kind
Q4: Which of the following is NOT a
Q5: Which of the following is NOT
Q6: Under logarithmic interpolation, if he
Q7: One of the deficiencies of the
Q8: Let two time points,
Q9: The Nelson-Siegel algorithm is primarily used for
Q10: The Nelson-Siegel model is extended to what
Q11: Under exponential interpolation, if he
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents