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Applying Heath-Jarrow-Morton Model to Forecasting the US Treasury Daily Yield Curve Rates

Applying Heath-Jarrow-Morton Model to Forecasting the US Treasury Daily Yield Curve Rates

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MALTSEV, Valerii, Michael POKOJOVY, 2021. Applying Heath-Jarrow-Morton Model to Forecasting the US Treasury Daily Yield Curve Rates. In: Mathematics. MDPI. 9(2), 114. eISSN 2227-7390. Available under: doi: 10.3390/math9020114

@article{Maltsev2021-01-06Apply-52794, title={Applying Heath-Jarrow-Morton Model to Forecasting the US Treasury Daily Yield Curve Rates}, year={2021}, doi={10.3390/math9020114}, number={2}, volume={9}, journal={Mathematics}, author={Maltsev, Valerii and Pokojovy, Michael}, note={Article Number: 114} }

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