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The role of no-arbitrage on forecasting: lessons from a parametric term structure model. (2007). Vicente, José Valentim ; Almeida, Caio.
In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
RePEc:fgv:epgewp:657.

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  1. An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model. (2008). Rudebusch, Glenn ; Diebold, Francis ; Christensen, Jens ; Jens H. E. Christensen, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14463.

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  2. Teste de Modelos Estatísticos para a Estrutura a Termo no Brasil. (2009). Varga, Gyorgy.
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  3. The role of no-arbitrage on forecasting: Lessons from a parametric term structure model. (2008). Vicente, José Valentim ; Almeida, Caio.
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  11. Macroeconomic implications of changes in the term premium. (2007). Swanson, Eric ; Rudebusch, Glenn ; Sack, Brian P..
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  54. Forecasting the Term Structure of Government Bond Yields. (2002). Diebold, Francis ; Li, Canlin.
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