Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model
Year of publication: |
2013
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Authors: | Exterkate, Peter ; Dijk, Dick Van ; Heij, Christiaan ; Groenen, Patrick J. F. |
Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 32.2013, 3, p. 193-214
|
Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
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