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Search: subject:"Dynamic Nelson-Siegel-Svensson model"
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Dynamic Nelson-Siegel-Svensson model
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Forecasting the yield curve: the role of additional and timevarying decay parameters, conditional heteroscedasticity, and macro-economic factors
Caldeira, João F.
;
Cordeiro, Werley C.
;
Ruiz, Esther
; …
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2023
Persistent link: https://www.econbiz.de/10014371839
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