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- W2991001488 abstract "This paper proposes the Bayesian semiparametric dynamic Nelson-Siegel model for estimating the density of bond yields. Specifically, we model the distribution of the yield curve factors according t..." @default.
- W2991001488 created "2019-12-05" @default.
- W2991001488 creator A5005821970 @default.
- W2991001488 date "2019-11-26" @default.
- W2991001488 modified "2023-09-25" @default.
- W2991001488 title "Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model" @default.
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- W2991001488 doi "https://doi.org/10.1080/07474938.2019.1690191" @default.
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