A Quantile Nelson-Siegel model

Fuente: arXiv

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Bibliographic Details
Main Authors:	Iacopini, Matteo, Poon, Aubrey, Rossini, Luca, Zhu, Dan
Format:	Preprint
Published:	2024
Subjects:	Applications Econometrics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2401.09874