An arbitrage‐free generalized Nelson–Siegel term structure model (Q3653355): Difference between revisions

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+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
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+Forecasting the term structure of government bond yields
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+The macroeconomy and the yield curve: a dynamic latent factor approach
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+A Note on the Nelson-Siegel Family
@@ Property / cites work: A Note on the Nelson-Siegel Family / rank @@
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+Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson–Siegel Model With Time-Varying Parameters
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+A Theoretically Consistent Version of the Nelson and Siegel Class of Yield Curve Models
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+Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach
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+Q5290921
@@ Property / cites work: Q5290921 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1368-423x.2008.00267.x
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@@ Property / OpenAlex ID @@
+W3126089532
@@ Property / OpenAlex ID: W3126089532 / rank @@
+Normal rank