Forecasting Bond Yields with Segmented Term Structure Models.

MLA

Almeida, Caio, et al. “Forecasting Bond Yields with Segmented Term Structure Models.” Journal of Financial Econometrics, vol. 16, no. 1, Winter 2018, pp. 1–33. EBSCOhost, https://doi.org/10.1093/jjfinec/nbx002.

APA

Almeida, C., Ardison, K., Kubudi, D., Simonsen, A., & Vicente, J. (2018). Forecasting Bond Yields with Segmented Term Structure Models. Journal of Financial Econometrics, 16(1), 1–33. https://doi.org/10.1093/jjfinec/nbx002

Chicago

Almeida, Caio, Kym Ardison, Daniela Kubudi, Axel Simonsen, and José Vicente. 2018. “Forecasting Bond Yields with Segmented Term Structure Models.” Journal of Financial Econometrics 16 (1): 1–33. doi:10.1093/jjfinec/nbx002.