Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model
| Year of publication: |
2013
|
|---|---|
| Authors: | Exterkate, Peter ; Dijk, Dick Van ; Heij, Christiaan ; Groenen, Patrick J. F. |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 32.2013, 3, p. 193-214
|
| Publisher: |
John Wiley & Sons, Ltd. |