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Mallee, Max

 SSRN Author Rank: 32,497 by Downloads

VU University Amsterdam - Faculty of Economics and Business Administration

 De Boelelaan 1105
 Amsterdam, 1081HV
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Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson-Siegel Model with Time-Varying Parameters | Show Abstract | Download |
Tinbergen Institute Discussion Paper No. 07-095/4, Journal of Business and Economic Statistics, Vol. 28, No. 3, pp. 329-343, 2010
Working Paper Series
Koopman, Siem Jan
VU University Amsterdam
Mallee, Max
VU University Amsterdam - Faculty of Economics and Business Administration
van der Wel, Michel
Erasmus University Rotterdam
10 Dec 07
Last Revised:
15 Aug 11

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