Pages that link to "Item:Q3653355"
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The following pages link to An arbitrage‐free generalized Nelson–Siegel term structure model (Q3653355):
Displaying 11 items.
- The yield curve and the macro-economy across time and frequencies (Q318879) (← links)
- Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions (Q1707543) (← links)
- How do invariant transformations affect the calibration and optimization of the Kalman filtering algorithm used in the estimation of continuous-time affine term structure models? (Q2033711) (← links)
- Term structure analysis with big data: one-step estimation using bond prices (Q2323364) (← links)
- Consistent dynamic affine mortality models for longevity risk applications (Q2445991) (← links)
- CONSISTENT YIELD CURVE PREDICTION (Q4563766) (← links)
- Funding shortages, expectations, and forward rate risk premium (Q5092646) (← links)
- Generalized Nelson–Siegel term structure model: do the second slope and curvature factors improve the in-sample fit and out-of-sample forecasts? (Q5130203) (← links)
- A Bayesian approach to term structure modeling using heavy‐tailed distributions (Q5414514) (← links)
- Monetary policy is not always systematic and data-driven: evidence from the yield curve (Q6049575) (← links)
- Inference in functional factor models with applications to yield curves (Q6134635) (← links)
