The arbitrage-free generalized Nelson–Siegel term structure model: Does a good in-sample fit imply better out-of-sample forecasts?
Crossref DOI link: https://doi.org/10.1007/s00181-019-01710-8
Published Online: 2019-05-16
Published Print: 2020-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ullah, Wali
Text and Data Mining valid from 2019-05-16
Version of Record valid from 2019-05-16
Article History
Received: 10 July 2017
Accepted: 1 April 2019
First Online: 16 May 2019