Work

Estimating the spot rate curve using the Nelson–Siegel model

Year: 2013

Type: article

Source: International Review of Economics & Finance

DOI: 10.1016/j.iref.2013.01.005

Authors: Jan Annaert, Anouk G.P. Claes, Marc J.K. De Ceuster, Hairui Zhang

Institutions: University of Antwerp, Antwerp Management School, UCLouvain Saint-Louis Brussels

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W174163236

FWCI: 6.993

Cites: 39

Cited by: 47

Related to: 10