# --------------------------------------------
# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
# --------------------------------------------
 
cff-version: 1.2.0
message: 'To cite package "ycevo" in publications use:'
type: software
license: GPL-3.0-only
title: 'ycevo: Nonparametric Estimation of the Yield Curve Evolution'
version: 0.2.1
doi: 10.32614/CRAN.package.ycevo
abstract: Nonparametric estimation of discount functions and yield curves from transaction
  data of coupon paying bonds. Koo, B., La Vecchia, D., & Linton, O. B. (2021) <https://doi.org/10.1016/j.jeconom.2020.04.014>
  describe an application of this package using the Center for Research in Security
  Prices (CRSP) Bond Data and document its implementation.
authors:
- family-names: Koo
  given-names: Bonsoo
  email: Bonsoo.Koo@monash.edu
- family-names: Yang
  given-names: Yangzhuoran Fin
  email: yangyangzhuoran@gmail.com
  orcid: https://orcid.org/0000-0002-1232-8017
repository: https://CRAN.R-project.org/package=ycevo
repository-code: https://github.com/bonsook/ycevo
url: https://github.com/bonsook/ycevo
date-released: '2024-06-05'
contact:
- family-names: Yang
  given-names: Yangzhuoran Fin
  email: yangyangzhuoran@gmail.com
  orcid: https://orcid.org/0000-0002-1232-8017