PCA-Based Ex-Ante Forecasting of Swap Term Structures
Year of publication: |
2009
|
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Authors: | Blaskowitz, Oliver ; Herwartz, Helmut |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Swap | Zinsderivat | Interest rate derivative |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Journal of Theoretical and Applied Finance, Vol. 12, Issue 4, pp. 465-489, 2009 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1, 2009 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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