On estimability of parsimonious term structure models : an experiment with the Nelson-Siegel specification
Year of publication: |
2012
|
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Authors: | Virmani, Vineet |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 19.2012, 16/18, p. 1703-1706
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Subject: | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Schätzung | Estimation |
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