Yield Curve Forecasting with the Burg Model
Find in your Library
Journal of Forecasting
(2017). Yield Curve Forecasting with the Burg Model. Journal of Forecasting, 36(1), 91–99.
Rostan, Pierre, et al.
"Yield Curve Forecasting with the Burg Model." Journal of Forecasting, vol. 36,no. 1, 2017, pp. 91–99.