@article{(Open Science Index):https://publications.waset.org/pdf/3989, title = {Comparative Analysis of the Stochastic and Parsimonious Interest Rates Models on Croatian Government Market}, author = {Zdravka Aljinović and Branka Marasović and Blanka Škrabić}, country = {}, institution = {}, abstract = {The paper provides a discussion of the most relevant aspects of yield curve modeling. Two classes of models are considered: stochastic and parsimonious function based, through the approaches developed by Vasicek (1977) and Nelson and Siegel (1987). Yield curve estimates for Croatia are presented and their dynamics analyzed and finally, a comparative analysis of models is conducted.}, journal = {International Journal of Economics and Management Engineering}, volume = {3}, number = {1}, year = {2009}, pages = {90 - 94}, ee = {https://publications.waset.org/pdf/3989}, url = {https://publications.waset.org/vol/25}, bibsource = {https://publications.waset.org/}, issn = {eISSN: 1307-6892}, publisher = {World Academy of Science, Engineering and Technology}, index = {Open Science Index 25, 2009}, }