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Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models

✍ Scribed by Wei-Choun Yu; Eric Zivot

Book ID: 113648126
Publisher: Elsevier Science
Year: 2011
Tongue: English
Weight: 895 KB
Volume: 27
Category: Article
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2010.04.002

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