A note on the relation between principal components and dynamic factors in affine term structure models
Year of publication: |
2005
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Authors: | Almeida, Caio |
Published in: |
Brazilian review of econometrics : the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2125187-3. - Vol. 25.2005, 1, p. 89-114
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Subject: | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory |
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