Modeling and Forecasting the Yield Curve by an Extended Nelson-Siegel Class of Models: A Quantile Autoregression Approach (Q145570)
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Language | Label | Description | Also known as |
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English | Modeling and Forecasting the Yield Curve by an Extended Nelson-Siegel Class of Models: A Quantile Autoregression Approach |
scientific article |
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111-123
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20 November 2011
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