Prediction bias correction for dynamic term structure models
Eran Raviv
| Year of publication: |
April 2015
|
|---|---|
| Authors: | Raviv, Eran |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 129.2015, p. 112-115
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| Subject: | Yield curve | Nelson-Siegel | Time varying loadings | Factor models | Theorie | Theory | Zinsstruktur | Kapitaleinkommen | Capital income | Staatspapier | Government securities | Prognoseverfahren | Forecasting model | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2015.01.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011422051