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

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

Year of publication:	Sept. 2007
Other Persons:	Christensen, Jens H. E. (contributor) ; Diebold, Francis X. (contributor) ; Rudebusch, Glenn D. (contributor)
Publisher:	San Francisco, Calif. : Federal Reserve Bank of San Francisco
Subject:	Zinsstruktur \| Yield curve \| Arbitrage Pricing \| Arbitrage pricing \| Kapitaleinkommen \| Capital income \| Prognose \| Forecast \| Theorie \| Theory

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