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Diebold, F., & Rudebusch, G. (2013-01-15). Facts, Factors, and Questions. In Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach. : Princeton University Press. Retrieved 29 Jun. 2022, from https://princeton.universitypressscholarship.com/view/10.23943/princeton/9780691146805.001.0001/upso-9780691146805-chapter-001.