Yield Curve Modeling and Forecasting Using Semiparametric Factor Dynamics
Year of publication: |
2017
|
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Authors: | Härdle, Wolfgang K. |
Other Persons: | Majer, Piotr (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Zinsstruktur | Yield curve | Schätzung | Estimation |
Extent: | 1 Online-Ressource (33 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 8, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2894200 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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