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Forecasting the yield curve in a data-rich environment using the factor-augmented Nelson-Siegel model
Exterkate, Peter
;
Dijk, Dick van
;
Heij, Christiaan
; …
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 193-214
Persistent link: https://www.econbiz.de/10009758656
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