The affine arbitrage-free class of Nelson-Siegel term structure models
Jens H. E. Christensen; Francis X. Diebold; Glenn D. Rudebusch
| Year of publication: |
2011
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|---|---|
| Authors: | Christensen, Jens H. E. ; Diebold, Francis X. ; Rudebusch, Glenn D. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 164.2011, 1, p. 4-20
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| Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Arbitrage Pricing | Arbitrage pricing | Kapitaleinkommen | Capital income | Prognose | Forecast |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009270418