THE AFFINE ARBITRAGE-FREE CLASS OF NELSON-SIEGEL TERM STRUCTURE MODELS
| Year of publication: |
2007
|
|---|---|
| Authors: | Christensen, Jens H.E. ; Diebold, Francis X. ; Rudebusch, Glenn D. |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2007, 13611
|