Koopman, S., Mallee, M. and van der Wel, M. (2010). Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters Journal of Business and Economic Statistics, 28(3):329--343.

• Affiliated authors
  Siem Jan Koopman, Michel van der Wel
• Publication year
  2010

• Journal
  Journal of Business and Economic Statistics