Forecasting the US term structure of interest rates using nonparametric functional data analysis
Year of publication: |
January 2017
|
---|---|
Authors: | Caldeira, João F. ; Torrent, Hudson da Silva |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 36.2017, 1, p. 56-73
|
Subject: | yield curve | factor models | nonparametric method | nonparametric functional data analysis | interest rate forecasting | USA | United States | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | Zins | Interest rate | Theorie | Theory |
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