Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach (Q295690): Difference between revisions
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Revision as of 23:02, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach |
scientific article |
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Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach (English)
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13 June 2016
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yield curve
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factor-augmented VAR
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affine term structure models
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dynamic factor models
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forecasting
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