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The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models / Jens H. E. Christensen, Francis X. Diebold, Glenn D. Rudebusch. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w13611.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2007
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w13611.

An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model / Jens H.E. Christensen, Francis X. Diebold, Glenn D. Rudebusch. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w14463.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2008
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w14463.

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