A Theoretical Foundation for the Nelson–Siegel Class of Yield Curve Models
| Year of publication: |
2015
|
|---|---|
| Authors: | Krippner, Leo |
| Published in: |
Journal of Applied Econometrics. - John Wiley & Sons, Ltd.. - Vol. 30.2015, 1, p. 97-118
|
| Publisher: |
John Wiley & Sons, Ltd. |