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Estimating the spot rate curve using the Nelson-Siegel model : a ridge regression approach
Annaert, Jan
;
Claes, Anouk G. P.
;
De Ceuster, Marc J.
; …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 482-496
Persistent link: https://www.econbiz.de/10009740778
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