Data_DieboldLi.zip

Version 1.0.0.1 (603 KB) by Rick
Stochastic State-Space Modeling in Finance
2K Downloads
Updated 1 Sep 2016

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Files from the webinar of the same title, related to fitting the Diebold-Li yield curve model.

Cite As

Rick (2024). Data_DieboldLi.zip (https://www.mathworks.com/matlabcentral/fileexchange/47479-data_dieboldli-zip), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2014a
Compatible with any release
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Version Published Release Notes
1.0.0.1

Updated license

1.0.0.0