Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models
Year of publication: |
2011
|
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Authors: | Yu, Wei-choun ; Zivot, Eric |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 27.2011, 2, p. 579-591
|
Subject: | Theorie | Theory | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Staatspapier | Government securities |
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