An arbitrage-free generalized Nelson-Siegel term structure model
Year of publication: |
2009
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Authors: | Christensen, Jens H.E. ; Diebold, Francis X. ; Rudebusch, Glenn D. |
Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 12.2009, 3, p. C33
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