Modeling and Forecasting the Yield Curve by an Extended Nelson-Siegel Class of Models: A Quantile Autoregression Approach

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Publication:145570

DOI10.1002/FOR.1256MaRDI QIDQ145570

Rafael B. De Rezende, Mauro S. Ferreira

Publication date: 20 November 2011

Published in: Journal of Forecasting (Search for Journal in Brave)





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