APA (7th ed.) Citation

Olszewski, M. M. (2026). Yield curve forecasting using the Nelson-Siegel model. A comparison of ARIMA, VAR and Random Forest approaches -- evidence from the USA. Statistical Review / Przegląd Statystyczny, 73(2), 16. https://doi.org/10.59139/ps.2026.02.2

Chicago Style (17th ed.) Citation

Olszewski, Maciej M. "Yield Curve Forecasting Using the Nelson-Siegel Model. A Comparison of ARIMA, VAR and Random Forest Approaches -- Evidence from the USA." Statistical Review / Przegląd Statystyczny 73, no. 2 (2026): 16. https://doi.org/10.59139/ps.2026.02.2.

MLA (9th ed.) Citation

Olszewski, Maciej M. "Yield Curve Forecasting Using the Nelson-Siegel Model. A Comparison of ARIMA, VAR and Random Forest Approaches -- Evidence from the USA." Statistical Review / Przegląd Statystyczny, vol. 73, no. 2, 2026, p. 16, https://doi.org/10.59139/ps.2026.02.2.