Estimating the long rate and its volatility (Q500503): Difference between revisions

@@ Property / DOI @@
-.1016/j.econlet.2015.02.022
@@ Property / DOI: 10.1016/j.econlet.2015.02.022 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J07
@@ Property / Mathematics Subject Classification ID: 62J07 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6489264
@@ Property / zbMATH DE Number: 6489264 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+long rate
@@ Property / zbMATH Keywords: long rate / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Nelson-Siegel model
@@ Property / zbMATH Keywords: Nelson-Siegel model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Svensson model
@@ Property / zbMATH Keywords: Svensson model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ridge regression
@@ Property / zbMATH Keywords: ridge regression / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2104453155
@@ Property / OpenAlex ID: W2104453155 / rank @@
+Normal rank
@@ Property / cites work @@
+A new technique for postsample model selection and validation
+Normal rank
@@ Property / cites work @@
+Automatic Block-Length Selection for the Dependent Bootstrap
+Normal rank
@@ Property / DOI @@
+.1016/J.ECONLET.2015.02.022
@@ Property / DOI: 10.1016/J.ECONLET.2015.02.022 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:500503