Parsimonious modeling of yield curves

C. Nelson,A. Siegel

Published 1987 in The Journal of Business

ABSTRACT

No abstract is available for this paper.

PUBLICATION RECORD

  • Publication year

    1987

  • Venue

    The Journal of Business

  • Publication date

    Unknown publication date

  • Fields of study

    Economics

  • Identifiers
  • External record

    Open on Semantic Scholar

  • Source metadata

    Semantic Scholar

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