Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson-Siegel Model With Time-Varying Parameters
| Year of publication: |
2010
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|---|---|
| Authors: | Jan Koopman, Siem ; Mallee, Max I P ; Van der Wel, Michel |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 28.2010, 3, p. 329-344
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