A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions (2021)

First Author: Wahlstrøm R
Attributed to:  Isaac Newton Institute for Mathematical Sciences funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/s10614-021-10113-w

Publication URI: http://dx.doi.org/10.1007/s10614-021-10113-w

Type: Journal Article/Review

Parent Publication: Computational Economics

Issue: 3

ISSN: 15729974 09277099