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An arbitrage-free generalized Nelson—Siegel term structure model
Jens H. E. Christensen, Francis X. Diebold and Glenn D. RudebuschVolume:
12
Year:
2009
Language:
english
Journal:
The Econometrics Journal
DOI:
10.2307/23116046
File:
PDF, 2.88 MB
english, 2009