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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