Title
Estimating the spot rate curve using the Nelson-Siegel model : a ridge regression approachEstimating the spot rate curve using the Nelson-Siegel model : a ridge regression approach
Author
Faculty/Department
Faculty of Applied Economics
Research group
Accountancy and Finance
Publication type
article
Publication
Greenwich, Conn.,
Subject
Economics
Source (journal)
International review of economics and finance. - Greenwich, Conn.
Volume/pages
27(2013), p. 482-496
ISSN
1059-0560
ISI
000318580600036
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Affiliation
University of Antwerp
E-info
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