@article{4633c179d2fb4478af9c2ff696904adf,
title = "Forecasting the term structure of philippine interest rates using the dynamic nelson-siegel model",
keywords = "Copula, Forecasting, Nelson-siegel, Time series, Yield curve",
author = "\{de Lara-Tuprio\}, \{Elvira P.\} and Bataller, \{Ramil T.\} and Torres, \{Allen Dominique D.\} and Cabral, \{Emmanuel A.\} and Fernandez, \{Proceso L.\}",
note = "Publisher Copyright: {\textcopyright} 2017 by De La Salle University.",
year = "2017",
language = "English",
volume = "27",
pages = "190--200",
journal = "DLSU Business and Economics Review",
issn = "0116-7111",
publisher = "De la Salle University",
number = "1",
}