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~person:"Laurini, Márcio Poletti"
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Arbitrage
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Nelson-Siegel Dynamic Models
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Laurini, Márcio Poletti
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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Annaert, Jan
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Li, Canlin
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Van Landschoot, Astrid
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van Dijk, Dick
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Brand, Claus
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Caldeira, João F.
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Cao, Shuo
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Hladíková, Hana
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Lemke, Wolfgang
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Ma, Jun
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Mesters, Geert
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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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Prasanna, Krishna
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Radová, Jarmila
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Santos, André A. P.
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Schneider, Dieter
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Schwaab, Bernd
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1
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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