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~person:"Hladíková, Hana"
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Nelson-Siegel model
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Nonlinear least squares
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Yield curve estimation
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Hladíková, Hana
Diebold, Francis X.
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Krippner, Leo
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Rudebusch, Glenn D.
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Dijk, Dick van
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Ravazzolo, Francesco
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Demertzidis, Anastasios
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Jeleskovic, Vahidin
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Nyholm, Ken
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Kang, Kyu Ho
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Koopman, Siem Jan
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Raviv, Eran
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Vidova-Koleva, Rositsa
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Annaert, Jan
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Ma, Jun
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Neto, Armênio Westin
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Pooter, Michiel De
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Pooter, Michiel de
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European Financial and Accounting Journal
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European financial and accounting journal : EFAJ
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Term Structure Modelling by Using Nelson-
Siegel
Model
Hladíková, Hana
;
Radová, Jarmila
- In:
European Financial and Accounting Journal
7
(
2012
)
2
,
pp. 36-55
create yield curves it is necessary to choose suitable mathematical functions. We use parametric model of Nelson and
Siegel
…
Persistent link: https://www.econbiz.de/10010512905
Saved in:
2
Term Structure Modelling by Using Nelson-
Siegel
Model
Hladíková, Hana
;
Radová, Jarmila
- In:
European Financial and Accounting Journal
2012
(
2012
)
2
,
pp. 36-55
create yield curves it is necessary to choose suitable mathematical functions. We use parametric model of Nelson and
Siegel
…
Persistent link: https://www.econbiz.de/10011195409
Saved in:
3
Term structure modelling by using Nelson-
Siegel
model
Hladíková, Hana
;
Radová, Jarmila
- In:
European financial and accounting journal : EFAJ
7
(
2012
)
2
,
pp. 36-55
create yield curves it is necessary to choose suitable mathematical functions. We use parametric model of Nelson and
Siegel
…
Persistent link: https://www.econbiz.de/10011460157
Saved in:
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