Article
Forecasting the Term Structure of Philippine Interest Rates Using the ...
Department of Information Systems & Computer Science Faculty Publications
(2017)
Proceso L Fernandez, Elvira P De Lara-Tuprio, Ramil T Bataller, Allen Dominique D Torres, et al.
The three-factor Nelson-Siegel model is a widely used model for forecasting the term structure of interest rates. Several extensions have ...