Nelson-Siegel, Affine and Quadratic Yield Curve specifications : which one is better at forecasting?
Year of publication: |
2012
|
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Authors: | Nyholm, Ken ; Vidova-Koleva, Rositsa |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 31.2012, 6, p. 540-564
|
Subject: | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Theorie | Theory |
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