A Regime-Switching Nelson-Siegel Term Structure Model and Interest Rate Forecasts
| Year of publication: |
2013
|
|---|---|
| Authors: | Xiang, Ju ; Zhu, Xiaoneng |
| Published in: |
Journal of financial econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 21605816. - Vol. 11.2013, 3 (14.6.), p. 522-521
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