Work

Analyzing the Dynamics of Nelson-Siegel-Svensson Term Structure Models Using Time Series Data*

Year: 2024

Type: conference-paper

Source: International Conference on Optimization and Applications (ICOA)

DOI: 10.1109/icoa62581.2024.10754443

Authors: Outmane Soussi Noufail, Hind Bourass, Hanaa Hachimi

Institutions: Mohammed V University, Université Ibn-Tofail

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4404577442

FWCI: 1.976

Cites: 14

Cited by: 1

Related to: 10