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Arbitrage free generalized Nelson Siegal term structure model

Christensen, Jens H.E. et al.

Arbitrage free generalized Nelson Siegal term structure model 2009 - 2009 - C33-C64 V. 12 Issue. 3

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: Arbitrage-free;Nelson-Siegel;Svensson extension;Yield curve;

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