Term structure estimation with missing data : application for emerging markets
Year of publication: |
2020
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Authors: | Nagy, Krisztina |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 75.2020, p. 347-360
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Subject: | Term structure | Yield curve | Factor model | Nelson-Siegel curve | Emerging markets | State-space models | Zinsstruktur | Schwellenländer | Emerging economies | Schätztheorie | Estimation theory | Schätzung | Estimation | Zustandsraummodell | State space model | Faktorenanalyse | Factor analysis |
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