Examing the Nelson-Siegel class of term structure models: in-sample fit versus out-of-sample forecasting performance

MD de Pooter

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Series	TI discussion paper
Volume	2007-043/4

Cite this

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title = "Examing the Nelson-Siegel class of term structure models: in-sample fit versus out-of-sample forecasting performance",

author = "{de Pooter}, MD",

year = "2007",

language = "Undefined/Unknown",

series = "TI discussion paper",

publisher = "Tinbergen Institute",

address = "Netherlands",

edition = "TI discussion paper 2007-043/4",

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TY - BOOK

T1 - Examing the Nelson-Siegel class of term structure models: in-sample fit versus out-of-sample forecasting performance

AU - de Pooter, MD

PY - 2007

Y1 - 2007

UR - http://papers.ssrn.com/sol3/papers.cfm?abstract_id=992748

M3 - Report

T3 - TI discussion paper

BT - Examing the Nelson-Siegel class of term structure models: in-sample fit versus out-of-sample forecasting performance

PB - Tinbergen Institute

CY - 3000 DR Rotterdam

ER -