Work

Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models

Year: 2010

Type: article

Source: International Journal of Forecasting

DOI: 10.1016/j.ijforecast.2010.04.002

Authors: Wei-Choun Yu, Eric Zivot

Institutions: Winona State University, University of Washington

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2073426259

FWCI: 7.217

Cites: 28

Cited by: 49

Related to: 10