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~isPartOf:"Finance and Economics Discussion Series"
~isPartOf:"Tinbergen Institute Discussion Papers"
~subject:"Nelson-Siegel"
~subject:"State-space model"
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Examining the Nelson-Siegel Class of Term Structure Models
Pooter, Michiel De
-
Tinbergen Institute
-
2007
forecasting
the term structure of interest rates. As expected, I find that using more flexible models leads to a better in …
Persistent link: https://www.econbiz.de/10005137361
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2
Examining the Nelson-Siegel Class of Term Structure Models
Pooter, Michiel De
-
Tinbergen Instituut
-
2007
forecasting
the term structure of interest rates. As expected, I find that using more flexible models leads to a better in …
Persistent link: https://www.econbiz.de/10011256459
Saved in:
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