Open AccessAn Arbitrage-Free Generalized Nelson-Siegel Term Structure Model
Author(s) -
Jens H. E. Christensen,
Francis X. Diebold,
Glenn D. Rudebusch
Publication year - 2008
Language(s) - Uncategorized
Resource type - Reports
DOI - 10.3386/w14463
Subject(s) - term (time) , arbitrage , econometrics , mathematics , economics , mathematical economics , financial economics , physics , quantum mechanics