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Nelson–Siegel, Affine and Quadratic Yield Curve Specifications: Which One is Better at Forecasting?
Nyholm, Ken
;
Vidova‐Koleva, Rositsa
- In:
Journal of forecasting
31
(
2012
)
6
,
pp. 540-565
Persistent link: https://www.econbiz.de/10010009875
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Nelson-Siegel, Affine and Quadratic Yield Curve specifications : which one is better at forecasting?
Nyholm, Ken
;
Vidova-Koleva, Rositsa
- In:
Journal of forecasting
31
(
2012
)
6
,
pp. 540-564
Persistent link: https://www.econbiz.de/10009661521
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