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  1. Nyholm, Ken [Author] ; Vidova-Koleva, Rositsa [Other]

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

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    [S.l.]: SSRN, [2010]

    Published in: ECB Working Paper ; No. 1205

  2. Coroneo, Laura [Author]; Nyholm, Ken [Author]; Vidova-Koleva, Rositsa [Author]

    How Arbitrage-Free is the Nelson-Siegel Model?

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    [S.l.]: SSRN, [2021]

    Published in: ECB Working Paper ; No. 874