The affine arbitrage-free class of Nelson–Siegel term structure models - Concepedia

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The affine arbitrage-free class of Nelson–Siegel term structure models

430

Citations

36

References

2011

Year

Jens H. E. Christensen, Francis X. Diebold, Glenn D. Rudebusch

Journal of Econometrics

Affine Arbitrage-free ClassTerm Structure ModelFinancial Mathematics

References

	Year	Citations

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