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An arbitrage-free generalized Nelson-Siegel term structure model

Jens H. E. Christensen; Francis X. Diebold; Glenn D. Rudebusch
Year of publication:
2008
Authors: Christensen, Jens H. E. ; Diebold, Francis X. ; Rudebusch, Glenn D.
Publisher: Cambridge, Mass.
Subject: Zinsstruktur | Yield curve | Zentralbank | Central bank | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory
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