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~isPartOf:"CESifo working papers"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Diebold, Francis X."
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Search: subject_exact:"Arbitrage-Preis-Theorie"
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An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.
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Diebold, Francis X.
; …
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2008
Persistent link: https://www.econbiz.de/10003778773
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The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
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Diebold, Francis X.
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2007
Persistent link: https://www.econbiz.de/10003604248
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