No label defined (Q4903819)
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scientific article; zbMATH DE number 6131076
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6131076 |
Statements
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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