Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson–Siegel Model With Time-Varying Parameters
| Year of publication: |
2010
|
|---|---|
| Authors: | Koopman, Siem Jan ; Mallee, Max I. P. ; Van der Wel, Michel |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 28.2010, 3, p. 329-343
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008783946