Validation of term structure forecasts with factor models
Year of publication: |
2014
|
---|---|
Authors: | Matthies, Alexander B. |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 8.2014, 3, p. 65-95
|
Subject: | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model |
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