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An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003769409
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Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach
Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - In: Journal of econometrics 146 (2008) 2, pp. 351-363
Persistent link: https://www.econbiz.de/10003782998
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An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.; Diebold, Francis X.; … - 2008
Persistent link: https://www.econbiz.de/10003778773
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Modeling bond yields in finance and macroeconomics
Diebold, Francis X. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003158969
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Modeling bond yields in finance and macroeconomics
Diebold, Francis X. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003350612
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Forecasting the term structure of government bond yields
Diebold, Francis X.; Li, Canlin - In: Journal of econometrics 130 (2006) 2, pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
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An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003790653
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An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.; Diebold, Francis X.; … - In: The econometrics journal 12 (2009) 3, pp. 33-64
Persistent link: https://www.econbiz.de/10003948816
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The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003586276
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Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach
Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - 2007
Persistent link: https://www.econbiz.de/10003595017