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~institution:"Banque de France"
~institution:"Department of Economics and Business, Universitat Pompeu Fabra"
~institution:"Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München"
~person:"Pegoraro, F."
~person:"Siddiqi, Hammad"
~subject:"EM algorithm"
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EM algorithm
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Banque de France
Department of Economics and Business, Universitat Pompeu Fabra
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Specification Analysis of International Treasury Yield Curve Factors
Pegoraro, F.
;
Siegel, A. F.
;
Tiozzo Pezzoli, L.
-
Banque de France
-
2014
literature regarding not only the total number of latent factors required to explain the joint
dynamics
of yield curves, but also …
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