//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Yield curve"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Local Factors"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
Estimation
10
Schätzung
10
Theorie
9
Theory
9
Local factors
8
local factors
8
Factor analysis
6
Faktorenanalyse
6
CAPM
4
Local Factors
4
common and local factors
4
Bayesian shrinkage
3
EM algorithm
3
FFM
3
Forecasting
3
International Factors
3
Penalized regressions
3
Public bond
3
Zinsstruktur
3
factor models
3
sparsity
3
Ă–ffentliche Anleihe
3
Canada
2
Dynamic factor models
2
Global factors
2
Gravitationsmodell
2
Gravity model
2
Kalman Filter and Kalman Smoother
2
Kanada
2
Multi-dimensional panel data models
2
Nelson-Siegel term structure estimation techniques
2
Panel
2
Panel study
2
Regression analysis
2
Regressionsanalyse
2
Time series analysis
2
Zeitreihenanalyse
2
explained variance
2
high-dimensional data
2
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Book / Working Paper
2
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
3
Author
All
Pegoraro, Fulvio
2
Siegel, Andrew F.
2
Tiozzo 'Pezzoli, Luca
2
Ladas, Avgoustinos
1
Venetis, Ioannis A.
1
Published in...
All
Documents de travail / Banque de France
2
Bulletin of applied economics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Co-movement and global factors in sovereign bond yields
Venetis, Ioannis A.
;
Ladas, Avgoustinos
- In:
Bulletin of applied economics
10
(
2023
)
2
,
pp. 17-45
Persistent link: https://www.econbiz.de/10014495154
Saved in:
2
Specification analysis of international treasury yield curve factors
Pegoraro, Fulvio
;
Siegel, Andrew F.
;
Tiozzo 'Pezzoli, Luca
-
2014
Persistent link: https://www.econbiz.de/10010438246
Saved in:
3
International yield curves and principal components selection techniques : an empirical assessment
Pegoraro, Fulvio
;
Siegel, Andrew F.
;
Tiozzo 'Pezzoli, Luca
-
2014
Persistent link: https://www.econbiz.de/10010438249
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->