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Nelson-Siegel Affine and Quadratic Yield Curve Specifications which one is better at forecasting? by Ken Nyholm and Rositsa Vidova-Koleva June 2 0 1 0 E U R O P E A N C E N T R A L B A N K http://www.ecb.int/pub/pdf/scpwps/ecbwp1205.pdf
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