Forecasting the yield curve in a data-rich environment using the factor-augmented Nelson-Siegel model
Year of publication: |
2013
|
---|---|
Authors: | Exterkate, Peter ; Dijk, Dick van ; Heij, Christiaan ; Groenen, Patrick J. F. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 32.2013, 3, p. 193-214
|
Subject: | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Theorie | Theory |
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