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Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model
Exterkate, Peter
;
Dijk, Dick Van
;
Heij, Christiaan
; …
- In:
Journal of Forecasting
32
(
2013
)
3
,
pp. 193-214
Persistent link: https://www.econbiz.de/10011006227
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