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Latest revision as of 17:58, 5 March 2024

scientific article; zbMATH DE number 6131076
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scientific article; zbMATH DE number 6131076

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    28 January 2013
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    yield curve
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    Nelson-Siegel curve
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    dynamic Nelson-Siegel model
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    arbitrage-free term structure model
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    macro-finance
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    yield factors
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