A Theoretical Foundation for the Nelson–Siegel Class of Yield Curve Models

B-Tier
Journal: Journal of Applied Econometrics
Year: 2015
Volume: 30
Issue: 1
Pages: 97-118

Authors (1)

Leo Krippner (Australian National University)

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:wly:japmet:v:30:y:2015:i:1:p:97-118
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25