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Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.

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Diebold_BondYield

Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.

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Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.

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  • Jupyter Notebook 98.8%
  • Python 1.2%