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Arbitrage-free Nelson-Siegel model for multiple yield curves
Brignone, Riccardo
;
Gerhart, Christoph
; …
- In:
Mathematics and financial economics
16
(
2022
)
2
,
pp. 239-266
Persistent link: https://www.econbiz.de/10013167786
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Forecasting the yield curve with dynamic factors
Reschenhofer, Erhard
;
Stark, Thomas
- In:
Romanian journal of economic forecasting
22
(
2019
)
1
,
pp. 101-113
Persistent link: https://www.econbiz.de/10012022015
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