@ARTICLE{Gilli2010h,
  author       = {Gilli, Manfred and Gro\ss{}e, Stefan and Schumann,
                  Enrico},
  title        = {Calibrating the {N}elson--{S}iegel--{S}vensson
                  Model},
  journal      = {COMISEF Working Paper Series No. 31},
  year         = {2010},
  note         = {available from
                  \url{http://comisef.eu/?q=working_papers}},
  file         = {:wps031.pdf:PDF},
  keywords     = {NSS},
  owner        = {Enrico Schumann},
  timestamp    = {2010.04.26}
}

@BOOK{Gilli2011b,
  title        = {Numerical Methods and Optimization in Finance},
  publisher    = {Elsevier},
  year         = {2011},
  author       = {Gilli, Manfred and Maringer, Dietmar and Schumann,
                  Enrico},
  owner        = {Enrico Schumann},
  timestamp    = {2010.10.18}
}

@ARTICLE{Gilli2010i,
  author       = {Manfred Gilli and Enrico Schumann},
  title        = {{A Note on `Good Starting Values' in Numerical
                  Optimisation}},
  journal      = {COMISEF Working Paper Series No. 44},
  year         = {2010},
  note         = {available from
                  \url{http://comisef.eu/?q=working_papers}},
  owner        = {Enrico Schumann},
  timestamp    = {2009.02.14}
}

@INCOLLECTION{GilliWinker2009,
  author       = {Manfred Gilli and Peter Winker},
  title        = {Heuristic optimization methods in econometrics},
  booktitle    = {Handbook of Computational Econometrics},
  publisher    = {Wiley},
  year         = {2009},
  editor       = {David A. Belsley and Erricos Kontoghiorghes},
  keywords     = {heuristics, heuristic optimisation},
  owner        = {Enrico Schumann},
  timestamp    = {2009.06.24}
}

@MANUAL{quadprog2007,
  title        = {quadprog: Functions to solve Quadratic Programming
                  Problems.},
  author       = {Berwin A. Turlach and Andreas Weingessel},
  year         = {2011},
  note         = {R package version 1.5-4 (S original by Berwin
                  A. Turlach; R port by Andreas Weingessel.)}
}

@BOOK{Venables2002,
  title        = {Modern Applied Statistics with {S}},
  publisher    = {Springer},
  year         = {2002},
  author       = {Venables, William N. and Ripley, Brian D.},
  edition      = {4th},
  url          = {http://www.stats.ox.ac.uk/pub/MASS4}
}

@BOOK{Winker2001,
  title        = {Optimization Heuristics in Econometrics:
                  Applications of {T}hreshold {A}ccepting},
  publisher    = {Wiley},
  year         = {2001},
  author       = {Peter Winker},
  owner        = {Enrico Schumann},
  timestamp    = {2008.05.19}
}

