The affine arbitrage-free class of Nelson-Siegel term structure models

Jens H. E. Christensen; Francis X. Diebold; Glenn D. Rudebusch

Year of publication:	2007
Authors:	Christensen, Jens H. E. ; Diebold, Francis X. ; Rudebusch, Glenn D.
Publisher:	Cambridge, Mass. : National Bureau of Economic Research
Subject:	Zinsstruktur \| Yield curve \| Arbitrage Pricing \| Arbitrage pricing \| Kapitaleinkommen \| Capital income \| Prognose \| Forecast \| Theorie \| Theory

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