Yield Curve Modeling and Forecasting-The Dynamic Nelson-Siegel Approach

被引：0

作者：

Rebonato, Riccardo ^{[1
]}

机构：

[1] Univ Oxford, Oxford OX1 2JD, England

来源：

QUANTITATIVE FINANCE | 2015年 / 15卷 / 10期

关键词：

D O I：

10.1080/14697688.2015.1005351

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1609 / 1612

页数：4

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