Molenaars, Tomas K. and Reinerink, Nick H. and Hemminga, Marcus A. (2015): Forecasting the yield curve: art or science? Published in: Magazine De Actuaris (The Actuary) No. 22-4 (12 March 2015): pp. 38-40.
Molenaars, Tomas K. and Reinerink, Nick H. and Hemminga, Marcus A. (2013): Forecasting the yield curve - Forecast performance of the dynamic Nelson-Siegel model from 1971 to 2008.
Contact us: mpra@ub.uni-muenchen.de
This repository has been built using EPrints software.
MPRA is a RePEc service hosted by .