Modeling and Forecasting the Yield Curve by an Extended Nelson-Siegel Class of Models: A Quantile Autoregression Approach
Article first published online: 20 NOV 2011
Copyright © 2011 John Wiley & Sons, Ltd.
Journal of Forecasting
Volume 32, Issue 2, pages 111–123, March 2013
How to Cite
de Rezende, R. B. and Ferreira, M. S. (2013), Modeling and Forecasting the Yield Curve by an Extended Nelson-Siegel Class of Models: A Quantile Autoregression Approach. J. Forecast., 32: 111–123. doi: 10.1002/for.1256
- Issue published online: 28 JAN 2013
- Article first published online: 20 NOV 2011
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