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
收藏
页码：1609 / 1612
页数：4
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