A Dynamic Nelson-Siegel Factor Model with Financial System Indicators.
Bachelor's
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Main Author: | Chin Han Wei Jarrett |
---|---|
Other Authors: | ECONOMICS |
Format: | Theses and Dissertations |
Language: | English |
Published: |
2018
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/139002 |
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Institution: | National University of Singapore |
Language: | English |
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