Estimation of the Nelson‐Siegel parsimonious modeling of...

Estimation of the Nelson‐Siegel parsimonious modeling of yield curves using an exponential GARCH process

Christofi, Andreas C.
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Volume:
24
Language:
english
Journal:
Managerial Finance
DOI:
10.1108/03074359810765813
Date:
September, 1998
File:
PDF, 306 KB
english, 1998
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