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Testing the Performance of Cubic Splines and Nelson-Siegel Model for Estimating the Zero-coupon Yield Curve Cover

Testing the Performance of Cubic Splines and Nelson-Siegel Model for Estimating the Zero-coupon Yield Curve

By: Eva Lorenčič  
Open Access
|Jun 2016

References

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DOI: https://doi.org/10.1515/ngoe-2016-0011 | Journal eISSN: 2385-8052 | Journal ISSN: 0547-3101
Language: English
Page range: 42 - 50
Submitted on: Dec 1, 2015
Accepted on: Mar 1, 2016
Published on: Jun 24, 2016
Published by: University of Maribor
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year

© 2016 Eva Lorenčič, published by University of Maribor
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.