Pages that link to "Item:Q4687287"
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The following pages link to Nelson–Siegel, Affine and Quadratic Yield Curve Specifications: Which One is Better at Forecasting? (Q4687287):
Displaying 9 items.
- Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? (Q291853) (← links)
- The affine arbitrage-free class of Nelson-Siegel term structure models (Q737987) (← links)
- Term structure of interest rates estimation using rational Chebyshev functions (Q894201) (← links)
- Predicting the yield curve using forecast combinations (Q1659103) (← links)
- Term structure forecasting in affine framework with time-varying volatility (Q1697871) (← links)
- Forecasting the yield curve for the euro region (Q1925964) (← links)
- Modeling and Forecasting the Yield Curve by an Extended Nelson‐Siegel Class of Models: A Quantile Autoregression Approach (Q4687315) (← links)
- Affine Term Structure Model with Macroeconomic Factors: Do No‐Arbitrage Restriction and Macroeconomic Factors Imply Better Out‐of‐Sample Forecasts? (Q4687590) (← links)
- A term structure interest rate model with the Brownian bridge lower bound (Q6630704) (← links)
