Modeling and Forecasting the Yield Curve by an Extended Nelson‐Siegel Class of Models: A Quantile Autoregression Approach
| Year of publication: |
2013
|
|---|---|
| Authors: | Rezende, Rafael B. ; Ferreira, Mauro S. |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 32.2013, 2, p. 111-123
|
| Publisher: |
John Wiley & Sons, Ltd. |