Estimating the spot rate curve using the Nelson–Siegel model
| Year of publication: |
2013
|
|---|---|
| Authors: | Annaert, Jan ; Claes, Anouk G.P. ; De Ceuster, Marc J.K. ; Zhang, Hairui |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 11374767. - Vol. 27.2013, p. 482-496
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