Zobrazeno 1 - 1
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pro vyhledávání: '"Piero C. Kauffmann"'
Publikováno v:
Econometrics, Vol 10, Iss 2, p 15 (2022)
Most factor-based forecasting models for the term structure of interest rates depend on a fixed number of factor loading functions that have to be specified in advance. In this study, we relax this assumption by building a yield curve forecasting mod
Externí odkaz:
https://doaj.org/article/c6b14acdc4624cbdacc21883c5abaa83
