Adaptive dynamic Nelson–Siegel term structure model with applications
Year of publication: |
2014
|
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Authors: | Chen, Ying ; Niu, Linlin |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 180.2014, 1, p. 98-115
|
Subject: | Yield curve | Term structure of interest rates | Local parametric models | Forecasting | Theorie | Theory | Schätzung | Estimation | Zinsstruktur | Prognoseverfahren | Forecasting model |
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