A theoretical foundation for the Nelson-Siegel class of yield curve models
Leo Krippner
| Year of publication: |
2015
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|---|---|
| Authors: | Krippner, Leo |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 30.2015, 1, p. 97-118
|
| Subject: | Zinsstruktur | Yield curve | Fälligkeit | Maturity | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | USA | United States | 1954-2004 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011327646