DeRezende.Ferreira

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CRANDeRezende.FerreiraMaRDI QIDQ145571FDOQ145571

Zero Coupon Yield Curve Modelling

Oleksandr Castello

Last update: 27 April 2019

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.1.0

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

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