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Title
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Estimating the spot rate curve using the Nelson-Siegel model : a ridge regression approach
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Author
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Language
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English
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Source (journal)
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International review of economics and finance. - Greenwich, Conn.
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Publication
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Greenwich, Conn.
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2013
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ISSN
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1059-0560
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DOI
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10.1016/J.IREF.2013.01.005
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Volume/pages
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27
(2013)
, p. 482-496
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ISI
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000318580600036
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Full text (Publisher's DOI)
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Full text (publisher's version - intranet only)
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