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On the choice of optimization routine in estimation of parsimonious term structure models : results from the Svensson Model
Virmani, Vineet - 2013
Persistent link: https://www.econbiz.de/10009699491
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On estimability of parsimonious term structure models : an experiment with the Nelson-Siegel specification
Virmani, Vineet - In: Applied economics letters 19 (2012) 16/18, pp. 1703-1706
Persistent link: https://www.econbiz.de/10009683964
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Term structure estimation with liquidity-adjusted Affine Nelson Siegel model : a nonlinear state space approach applied to the Indian bond market
Kumar, Sudarshan; Virmani, Vineet - In: Applied economics 54 (2022) 6, pp. 648-669
Persistent link: https://www.econbiz.de/10012874236
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Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan; Agarwalla, Sobhesh Kumar; Varma, … - In: The journal of futures markets 43 (2023) 11, pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920