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

    Statements

    author
    Francis X. Diebold
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    Glenn D. Rudebusch
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    publication date
    28 January 2013
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    91-01
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    91-02
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    91G30
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    91G80
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    91B84
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    62P20
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    zbMATH DE Number
    6131076
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