Nelson–Siegel, Affine and Quadratic Yield Curve Specifications: Which One is Better at Forecasting? (Q4687287)
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scientific article; zbMATH DE number 6951804
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nelson–Siegel, Affine and Quadratic Yield Curve Specifications: Which One is Better at Forecasting? |
scientific article; zbMATH DE number 6951804 |
Statements
Nelson–Siegel, Affine and Quadratic Yield Curve Specifications: Which One is Better at Forecasting? (English)
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11 October 2018
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forecast performance
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term structure models
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variants
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statistical tests
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