Publication
Title
Estimating the spot rate curve using the Nelson-Siegel model : a ridge regression approach
Author
Language
English
Source (journal)
International review of economics and finance. - Greenwich, Conn.
Publication
Greenwich, Conn. : 2013
ISSN
1059-0560
Volume/pages
27(2013), p. 482-496
ISI
000318580600036
Full text (Publisher's DOI)
Full text (publisher's version - intranet only)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Web of Science
Record
Identification
Creation 22.02.2013
Last edited 17.08.2017
To cite this reference