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~institution:"Department of Economics, Boston College"
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The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates
Bekdache, Basma
;
Baum, Christopher F.
-
Department of Economics, Boston College
-
1997
splining methods and the parsimonious Nelson-
Siegel
model estimated from Treasury STRIPS with only three parameters. Finally …
Persistent link: https://www.econbiz.de/10004968867
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