Rositsa Vidova-Koleva

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

DOWNLOADS

439

SSRN CITATIONS
Rank 33,779

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Top 33,779

in Total Papers Citations

3

CROSSREF CITATIONS

18

Scholarly Papers (2)

1.

How Arbitrage-Free is the Nelson-Siegel Model?

ECB Working Paper No. 874
Number of pages: 60 Posted: 27 Feb 2008
Laura Coroneo, Ken Nyholm and Rositsa Vidova-Koleva
University of York - Department of Economics and Related Studies, European Central Bank (ECB) and affiliation not provided to SSRN
Downloads 299 (110,416)
Citation 3

Abstract:

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Nelson-Siegel model, No-arbitrage restrictions, affine term structure models, non-parametric test

2.

Nelson-Siegel, Affine and Quadratic Yield Curve Specifications: Which One is Better at Forecasting?

ECB Working Paper No. 1205
Number of pages: 60 Posted: 09 Jun 2010
Ken Nyholm and Rositsa Vidova-Koleva
European Central Bank (ECB) and affiliation not provided to SSRN
Downloads 140 (224,316)

Abstract:

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Nelson-Siegel model, affine term structure models, quadratic yield curve models, forecast performance