An arbitrage‐free generalized Nelson–Siegel term structure model
- 1 November 2009
- journal article
- Published by Oxford University Press (OUP) in The Econometrics Journal
- Vol. 12 (3) , C33-C64
- https://doi.org/10.1111/j.1368-423x.2008.00267.x
Abstract
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This publication has 18 references indexed in Scilit:
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