A Theoretical Foundation for the Nelson and Siegel Class of Yield Curve Models
Year of publication: |
2011
|
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Authors: | Krippner, Leo |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Zinsstruktur | Yield curve | Fälligkeit | Maturity | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (40 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 15, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1921045 [DOI] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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