International yield curve prediction with common functional principal component analysis
Jiejie Zhang, Ying Chen, Stefan Klotz and Kian Guan Lim
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Zhang, Jiejie ; Chen, Ying ; Klotz, Stefan ; Lim, Kian-Guan |
| Published in: |
Robustness in econometrics. - Cham : Springer, ISBN 978-3-319-50741-5. - 2017, p. 287-304
|
| Subject: | Yield curve forecasting | Common factors | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Rendite | Yield | Faktorenanalyse | Factor analysis | Kapitaleinkommen | Capital income | Theorie | Theory | Hauptkomponentenanalyse | Principal component analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-50742-2_17 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011801353