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Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach
Laurini, Márcio Poletti
;
Neto, Armênio Westin
- In:
International Econometric Review (IER)
6
(
2014
)
2
,
pp. 77-99
, through the estimation of the affine generalized Nelson-
Siegel
model with correction for no-arbitrage. We challenge the …
Persistent link: https://www.econbiz.de/10012610953
Saved in:
2
Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach
Laurini, Márcio Poletti
;
Neto, Armênio Westin
- In:
International Econometric Review (IER)
6
(
2014
)
2
,
pp. 78-100
, through the estimation of the affine generalized Nelson-
Siegel
model with correction for no-arbitrage. We challenge the …
Persistent link: https://www.econbiz.de/10010907877
Saved in:
3
Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach
Laurini, Márcio Poletti
;
Neto, Armênio Westin
- In:
International Econometric Review (IER)
6
(
2014
)
2
,
pp. 77-99
, through the estimation of the affine generalized Nelson-
Siegel
model with correction for no-arbitrage. We challenge the …
Persistent link: https://www.econbiz.de/10011212887
Saved in:
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