A Theoretically Consistent Version of the Nelson and Siegel Class of Yield Curve Models (Q5489326): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/13504860500394367
+Normal rank
@@ Property / OpenAlex ID @@
+W1978414394
@@ Property / OpenAlex ID: W1978414394 / rank @@
+Normal rank
@@ Property / cites work @@
+Interest Rate Dynamics and Consistent Forward Rate Curves
+Normal rank
@@ Property / cites work @@
+Forecasting the term structure of government bond yields
+Normal rank
@@ Property / cites work @@
+A Note on the Nelson-Siegel Family
@@ Property / cites work: A Note on the Nelson-Siegel Family / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential-polynomial families and the term structure of interest rates
+Normal rank
@@ Property / cites work @@
+The Term Structure of Simple Forward Rates with Jump Risk
+Normal rank
@@ Property / cites work @@
+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
+Normal rank
@@ Property / cites work @@
+Pricing Interest-Rate-Derivative Securities
@@ Property / cites work: Pricing Interest-Rate-Derivative Securities / rank @@
+Normal rank
@@ Property / cites work @@
+Q4224236
@@ Property / cites work: Q4224236 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic volatility Gaussian Heath-Jarrow-Morton models
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5489326