Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach by Fran
91,99 €
151 6.2 Is AFNS the Only Tractable A0(3) Model?. 153 6.3 Is AFNS Special?. In this book, Francis Diebold and Glenn Rudebusch propose two extensions of the classic yield curve model of Nelson and Siegel that are both theoretically rigorous and empirically successful.
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