| Original language | English |
|---|---|
| Place of Publication | Rotterdam |
| Number of pages | 22 |
| Edition | EI reprint serie EI-1598 |
| Publication status | Published - 2013 |
Forecasting the Yield Curve in a Data-Rich Environment Using the Factor-Augmented Nelson-Siegel Model
P (Peter) Exterkate, Dick van Dijk, Christiaan Heij, Patrick Groenen
Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic