Examining the Nelson-Siegel class of term structure models: In-sample fit versus out-of-sample forecasting performance
M De Pooter - Available at SSRN 992748, 2007 - papers.ssrn.com
In this paper I examine various extensions of the Nelson and Siegel (1987) model with the
purpose of fitting and forecasting the term structure of interest rates. As expected, I find that …
purpose of fitting and forecasting the term structure of interest rates. As expected, I find that …
[PDF][PDF] Examining the Nelson-Siegel Class of Term Structure Models
M De Pooter - 2007 - scholar.archive.org
In this paper I examine various extensions of the Nelson and Siegel (1987) model with the
purpose of fitting and forecasting the term structure of interest rates. As expected, I find that …
purpose of fitting and forecasting the term structure of interest rates. As expected, I find that …
Examining the Nelson-Siegel Class of Term Structure Models
M De Pooter - 2007 - ideas.repec.org
In this paper I examine various extensions of the Nelson and Siegel (1987) model with the
purpose of fitting and forecasting the term structure of interest rates. As expected, I find that …
purpose of fitting and forecasting the term structure of interest rates. As expected, I find that …
[PDF][PDF] Examining the Nelson-Siegel Class of Term Structure Models
M de Pooter - papers.tinbergen.nl
In this paper I examine various extensions of the Nelson and Siegel (1987) model with the
purpose of fitting and forecasting the term structure of interest rates. As expected, I find that …
purpose of fitting and forecasting the term structure of interest rates. As expected, I find that …
[PDF][PDF] Examining the Nelson-Siegel Class of Term Structure Models
M De Pooter - 2007 - c.mql5.com
In this paper I examine various extensions of the Nelson and Siegel (1987) model with the
purpose of fitting and forecasting the term structure of interest rates. As expected, I find that …
purpose of fitting and forecasting the term structure of interest rates. As expected, I find that …
Examining the Nelson-Siegel Class of Term Structure Models
M De Pooter - 2007 - econpapers.repec.org
In this paper I examine various extensions of the Nelson and Siegel (1987) model with the
purpose of fitting and forecasting the term structure of interest rates. As expected, I find that …
purpose of fitting and forecasting the term structure of interest rates. As expected, I find that …
[PDF][PDF] Examining the Nelson-Siegel Class of Term Structure Models
M de Pooter - core.ac.uk
In this paper I examine various extensions of the Nelson and Siegel (1987) model with the
purpose of fitting and forecasting the term structure of interest rates. As expected, I find that …
purpose of fitting and forecasting the term structure of interest rates. As expected, I find that …
Examining the Nelson-Siegel Class of Term Structure Models: In-Sample Fit versus Out-of-Sample Forecasting Performance
M De Pooter - 2007 - ssrn.com
In this paper I examine various extensions of the Nelson and Siegel (1987) model with the
purpose of fitting and forecasting the term structure of interest rates. As expected, I find that …
purpose of fitting and forecasting the term structure of interest rates. As expected, I find that …
Examining the Nelson-Siegel Class of Term Structure Models
M de Pooter - Discussion paper/Tinbergen Institute, 2007 - repub.eur.nl
In this paper I examine various extensions of the Nelson and Siegel (1987) model with the
purpose of fitting and forecasting the term structure of interest rates. As expected, I find that …
purpose of fitting and forecasting the term structure of interest rates. As expected, I find that …