Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Analyzing Oil Futures with a Dynamic Nelson-Siegel Model. / Hansen, Niels Strange; Lunde, Asger.
In: Journal of Futures Markets, Vol. 36, No. 2, 2016, p. 153-173.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
}
TY - JOUR
T1 - Analyzing Oil Futures with a Dynamic Nelson-Siegel Model
AU - Hansen, Niels Strange
AU - Lunde, Asger
PY - 2016
Y1 - 2016
U2 - 10.1002/fut.21713
DO - 10.1002/fut.21713
M3 - Journal article
VL - 36
SP - 153
EP - 173
JO - The Journal of Futures Markets
JF - The Journal of Futures Markets
SN - 0270-7314
IS - 2
ER -