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Browse "Graduate School of Finance(금융전문대학원)" by Subject arbitrage-free Nelson-Siegel model▼aKorean government yield▼aLambda factor▼aextended Kalman filter

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넬슨-시겔 람다 모수의 한국 경제에 대한 예측력 분석 = (The) predictive power of the Nelson-Siegel lambda parameter in the South Korean economylink

윤재호; 강장구; et al, 한국과학기술원, 2022

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