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A Modified Arbitrage-Free Nelson Siegel Model : An Alternative Affine Term Structure Model of Interest Rates (Financial Modeling and Analysis)

机译：修改后的无套利Nelson Siegel模型：利率的替代仿射期限结构模型（财务建模和分析）

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作者
Ohnishi Masamitsu; Sim Dara;
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年度 2012
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正文语种 en
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1. A Modified Arbitrage-Free Nelson-Siegel Model: An Alternative Affine Term Structure Model of Interest Rates [J] . Dara Sim, Masamitsu Ohnishi Asia-Pacific Financial Markets . 2015,第1期

机译：修正的无套利Nelson-Siegel模型：利率的替代仿射期限结构模型
2. The affine arbitrage-free class of Nelson-Siegel term structure models [J] . Jens H.E. Christensen, Francis X. Diebold, Glenn D. Rudebusch Journal of Econometrics . 2011,第1期

机译：Nelson-Siegel期限结构模型的无仿射套利类
3. The arbitrage-free generalized Nelson-Siegel term structure model: Does a good in-sample fit imply better out-of-sample forecasts? [J] . Ullah Wali Empirical Economics . 2020,第3期

机译：无套利广义纳尔逊 - Siegel术语结构模型：良好的样品拟合意味着更好的样本预测吗？
4. Empirical research based on Nelson-Siegel Model in term structure of interest rates of the Shanghai Stock Treasury bonds [C] . Fengping Wu, Zhenya Wang, Miaomiao Jiang World Automation Congress . 2012

机译：基于纳尔逊 - 西格尔模型在上海股票国债利率定期结构的实证研究
5. Econometric analysis of European LIBOR-based options within affine term-structure models. [D] . Umantsev, Leonid Alexander. 2002

机译：仿射期限结构模型中基于欧洲LIBOR的期权的计量经济学分析。
6. Alternative Splicing of NURF301 Generates Distinct NURF Chromatin Remodeling Complexes with Altered Modified Histone Binding Specificities [O] . So Yeon Kwon, Hua Xiao, Carl Wu, 2009

机译：NURF301的替代剪接产生不同的NURF染色质重塑复合物其修饰的组蛋白结合特异性改变
7. The Affine Arbitrage-free Class of Nelson-Siegel Term Structure Models [O] . Jens H. E. Christensen, Francis X. Diebold, Glenn D. Rudebusch 2011

机译：无仿射套利的Nelson-siegel期限结构模型

A Modified Arbitrage-Free Nelson Siegel Model : An Alternative Affine Term Structure Model of Interest Rates (Financial Modeling and Analysis)

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