Adaptive dynamic Nelson-Siegel term structure model with applications

10.1016/j.jeconom.2014.02.009

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Bibliographic Details
Main Authors:	Chen, Y., Niu, L.
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Article
Published:	2016
Subjects:	Forecasting Local parametric models Term structure of interest rates Yield curve
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/125046
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-125046
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spelling	sg-nus-scholar.10635-1250462023-10-30T20:59:40Z Adaptive dynamic Nelson-Siegel term structure model with applications Chen, Y. Niu, L. STATISTICS & APPLIED PROBABILITY Forecasting Local parametric models Term structure of interest rates Yield curve 10.1016/j.jeconom.2014.02.009 Journal of Econometrics 180 1 98-115 JECMB 2016-06-02T10:30:10Z 2016-06-02T10:30:10Z 2014 Article Chen, Y., Niu, L. (2014). Adaptive dynamic Nelson-Siegel term structure model with applications. Journal of Econometrics 180 (1) : 98-115. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jeconom.2014.02.009 03044076 http://scholarbank.nus.edu.sg/handle/10635/125046 000335283500007 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Forecasting Local parametric models Term structure of interest rates Yield curve
spellingShingle	Forecasting Local parametric models Term structure of interest rates Yield curve Chen, Y. Niu, L. Adaptive dynamic Nelson-Siegel term structure model with applications
description	10.1016/j.jeconom.2014.02.009
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Chen, Y. Niu, L.
format	Article
author	Chen, Y. Niu, L.
author_sort	Chen, Y.
title	Adaptive dynamic Nelson-Siegel term structure model with applications
title_short	Adaptive dynamic Nelson-Siegel term structure model with applications
title_full	Adaptive dynamic Nelson-Siegel term structure model with applications
title_fullStr	Adaptive dynamic Nelson-Siegel term structure model with applications
title_full_unstemmed	Adaptive dynamic Nelson-Siegel term structure model with applications
title_sort	adaptive dynamic nelson-siegel term structure model with applications
publishDate	2016
url	http://scholarbank.nus.edu.sg/handle/10635/125046
_version_	1781789975523622912

Adaptive dynamic Nelson-Siegel term structure model with applications

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