Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters∗ Siem Jan Koopman (a,c) Max I.P. Mallee (a) Michel van der Wel (b,c) (a) - The Mallee - Document - PDFSEARCH.IO

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	Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters∗ Siem Jan Koopman (a,c) Max I.P. Mallee (a) Michel van der Wel (b,c) (a) Add to Reading List Document Date: 2011-09-21 09:16:11 Open Document File Size: 477,19 KB Share Result on Facebook

Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters∗ Siem Jan Koopman (a,c) Max I.P. Mallee (a) Michel van der Wel (b,c) (a)Add to Reading List