Affiliation:
1. Chinese Academy of Finance and Development Central University of Finance and Economics Beijing China 100081
Subject
Economics and Econometrics,Finance
Reference24 articles.
1. Affine Nelson‐Siegel model;Alfaro R. A.;Economics Letters,2011
2. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
3. Bliss R. R.(1996).Testing term structure estimation methods. FRB Atlanta Working Paper 96‐12a. Federal Reserve Bank of Atlanta. Retrieved fromhttps://www.frbatlanta.org/‐/media/documents/research/publications/wp/1996/Wp9612a.pdf.
4. Adaptive dynamic Nelson–Siegel term structure model with applications
5. The affine arbitrage-free class of Nelson–Siegel term structure models
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献