The affine arbitrage-free class of Nelson-Siegel term structure models (Q737987)
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scientific article; zbMATH DE number 6616651
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| English | The affine arbitrage-free class of Nelson-Siegel term structure models |
scientific article; zbMATH DE number 6616651 |
Statements
The affine arbitrage-free class of Nelson-Siegel term structure models (English)
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12 August 2016
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yield curve
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interest rate
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bond market
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factor model
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forecasting
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0.906086266040802
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0.8751932382583618
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0.8380913734436035
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0.8302077054977417
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