A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions

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Location: Deutsche Nationalbibliothek Frankfurt am Main

ISSN: 1572-9974

Extent: Online-Ressource

Language: Englisch

Notes: online resource.

Bibliographic citation: A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions ; volume:59 ; number:3 ; day:15 ; month:4 ; year:2021 ; pages:967-1004 ; date:3.2022
Computational economics ; 59, Heft 3 (15.4.2021), 967-1004, 3.2022

Classification: Wirtschaft

Creator: Wahlstrøm, Ranik Raaen
Paraschiv, Florentina
Schürle, Michael

Contributor: SpringerLink (Online service)

DOI: 10.1007/s10614-021-10113-w

URN: urn:nbn:de:101:1-2022061811153567064217

Rights: Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 15.08.2025, 7:22 AM CEST

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A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions

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Associated

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