Modeling and Forecasting the Yield Curve by an Extended Nelson‐Siegel Class of Models: A Quantile Autoregression Approach

Rafael B. De Rezende () and Mauro S. Ferreira

Journal of Forecasting, 2013, vol. 32, issue 2, 111-123

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:wly:jforec:v:32:y:2013:i:2:p:111-123

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