Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson–Siegel Model With Time-Varying Parameters

✍ Scribed by Koopman, Siem Jan; Mallee, Max I. P.; Van der Wel, Michel

• Book ID: 115491673
• Publisher: American Statistical Association
• Year: 2010
• Tongue: English
• Weight: 516 KB
• Volume: 28
• Category: Article
• ISSN: 0735-0015
• DOI: 10.1198/jbes.2009.07295