Forecasting the term structure of government bond yields (Q94953): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M09 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B84 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6573044 / rank | |||
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| Property / zbMATH Keywords | |||
term structure | |||
| Property / zbMATH Keywords: term structure / rank | |||
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yield curve | |||
| Property / zbMATH Keywords: yield curve / rank | |||
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factor model | |||
| Property / zbMATH Keywords: factor model / rank | |||
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Nelson-Siegel curve | |||
| Property / zbMATH Keywords: Nelson-Siegel curve / rank | |||
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Revision as of 16:19, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting the term structure of government bond yields |
scientific article |
Statements
130
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2
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337-364
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February 2006
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25 April 2016
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Forecasting the term structure of government bond yields (English)
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term structure
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yield curve
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factor model
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Nelson-Siegel curve
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