lk-data-jsw.txt
Creators:
Leo Krippner
From the dataset abstract
Yield curve models within the popular Nelson-Siegel class are shown to arise from formal low-order Taylor approximations of the generic Gaussian affine term structure model. Extensive...
Source: A Theoretical Foundation for the Nelson-Siegel Class of Yield Curve Models (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/a8036b7b-069e-40f0-92c4-1a341dfec52b/resource/38ade8b4-9c3d-4c6b-95c8-a8b276b6029b/download/lk-data-jsw.txt |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
