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Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson–Siegel Model With Time-Varying Parameters
Koopman, Siem Jan, Mallee, Max I. P., Van der Wel, MichelVolume:
28
Year:
2010
Language:
english
Pages:
15
DOI:
10.1198/jbes.2009.07295
File:
PDF, 516 KB
english, 2010