Economic Forecast Evaluation of the Nelson-Siegel Class of Yield Curve Models and Estimation by using the EM Algorithm

Additional Metadata
Keywords	Term Structure of Interest Rates; Nelson-Siegel model; State-Space model; Forecasting; Mean-Variance Portfolio Optimization; EM Algorithm; Kalman Filter
Thesis Advisor	Wel, M. van der
Persistent URL	hdl.handle.net/2105/59498
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Papazoglou, I. (2021, July). Economic Forecast Evaluation of the Nelson-Siegel Class of Yield Curve Models and Estimation by using the EM Algorithm. Econometrie. Retrieved from http://hdl.handle.net/2105/59498

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