Parsimonious Modeling of Yield Curves

Siegel, Andrew F; Nelson, Charles R.

doi:10.1086/296409

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Parsimonious Modeling of Yield Curves

Author(s): Charles R. Nelson , Andrew F. Siegel

Publication date Created: January 1987

Publication date (Print): January 1987

Journal: The Journal of Business

Publisher: University of Chicago Press

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Title: The Journal of Business

Abbreviated Title: J BUS

Publisher: University of Chicago Press

ISSN (Print): 0021-9398

ISSN (Electronic): 1537-5374

Publication date Created: January 1987

Publication date (Print): January 1987

Volume: 60

Issue: 4

Page: 473

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DOI: 10.1086/296409

SO-VID: ec95ba66-c90f-4d3d-b476-fc602f067d7d

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Parsimonious Modeling of Yield Curves

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The Journal of Gambling and Business Economics

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