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Munich Personal RePEc Archive

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Number of items: 2.

11 July 2013

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.

12 March 2015

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.

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