Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models
| Year of publication: |
2011
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|---|---|
| Authors: | Yu, Wei-Choun ; Zivot, Eric |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 27.2011, 2, p. 579-592
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