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~person:"Seidler, Jakub"
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Seidler, Jakub
Diebold, Francis X.
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Yield Curve Dynamics - Regional Common Factor Model
Šopov, Boril
;
Seidler, Jakub
- In:
Prague Economic Papers
2011
(
2011
)
2
,
pp. 140-156
In this paper, we focus on thorough yield curve modelling. We build on extended classical Nelson-
Siegel
model, which we …
Persistent link: https://www.econbiz.de/10009203504
Saved in:
2
Yield curve dynamics: Regional common factor model
Šopov, Boril
;
Seidler, Jakub
-
2010
In this paper, we focus on thorough yield curve modelling. We build on extended classical Nelson-
Siegel
model, which we …
Persistent link: https://www.econbiz.de/10010322282
Saved in:
3
Yield Curve Dynamics: Regional Common Factor Model
Šopov, Boril
;
Seidler, Jakub
-
Institut ekonomických studií, Univerzita Karlova v Praze
-
2010
In this paper, we focus on thorough yield curve modelling. We build on extended classical Nelson-
Siegel
model, which we …
Persistent link: https://www.econbiz.de/10008455524
Saved in:
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