lk-data-gsw.txt
Creators:
Leo Krippner
From the dataset abstract
Yield curve models within the popular Nelson-Siegel class are shown to arise from formal low-order Taylor approximations of the generic Gaussian affine term structure model. Extensive...
Source: A Theoretical Foundation for the Nelson-Siegel Class of Yield Curve Models (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/e31f1e14-a605-4fd9-967d-571cdffb2e91/resource/a1574f16-202a-4f83-b906-55327abaff79/download/lk-data-gsw.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
