Estimating the spot rate curve using the Nelson-Siegel model A ridge regression approach

By J. Annaert, Anouk G. P. Claes, M. D. Ceuster, Hairui Zhang. 2013

53 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/ed10d2b47eda3eb3c8dc2c537ec9c23d3d99fa34