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

Eva Lorenčič

doi:10.1515/ngoe-2016-0011

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

Naše gospodarstvo/Our economy

Volume 62 (2016): Issue 2 (June 2016)

By: Eva Lorenčič

Open Access

|Jun 2016

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