Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models
Authors:
- Wei-Choun YuWYWei-Choun Yu
- Eric ZivotEZEric Zivot
- 1 April 2011
- journal article
- Published by Elsevier in International Journal of Forecasting
- Vol. 27 (2) , 579-591
Abstract
No abstract availableKeywords
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