Nelson-Siegel, Affine and Quadratic Yield Curve Specifications: Which One is Better at Forecasting?
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of Forecasting
سال: 2011
ISSN: 0277-6693
DOI: 10.1002/for.1239