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A cross-sectional application of the Nelson-Siegel-
Svensson
model to several negative yield cases
Garcia, Maria Terese Medeiros
;
Carvalho, Vítor Hugo …
- In:
Cogent Economics & Finance
7
(
2019
)
1
,
pp. 1-54
concern related forecasting models. The Nelson-Siegel-
Svensson
model (NSS) is one of the models that is most frequently used …
Persistent link: https://www.econbiz.de/10012657495
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