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On estimability of parsimonious term structure models : an experiment with the Nelson-Siegel specification
Virmani, Vineet
- In:
Applied economics letters
19
(
2012
)
16/18
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pp. 1703-1706
Persistent link: https://www.econbiz.de/10009683964
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Term structure estimation with liquidity-adjusted Affine Nelson Siegel model : a nonlinear state space approach applied to the Indian bond market
Kumar, Sudarshan
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Virmani, Vineet
- In:
Applied economics
54
(
2022
)
6
,
pp. 648-669
Persistent link: https://www.econbiz.de/10012874236
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