The affine arbitrage-free class of Nelson–Siegel term structure models
| 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 1848616. - Vol. 164.2011, 1 (1.9.), p. 4-21
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