Adaptive dynamic Nelson-Siegel term structure model with applications (Q469578)
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scientific article; zbMATH DE number 6368013
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive dynamic Nelson-Siegel term structure model with applications |
scientific article; zbMATH DE number 6368013 |
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Adaptive dynamic Nelson-Siegel term structure model with applications (English)
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11 November 2014
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yield curve
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term structure of interest rates
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local parametric models
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forecasting
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