Forecasting the yield curve using a dynamic natural cubic spline model (Q1787612)

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Forecasting the yield curve using a dynamic natural cubic spline model
scientific article

    Statements

    title
    Forecasting the yield curve using a dynamic natural cubic spline model (English)
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    author
    Pan Feng
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    Junhui Qian
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    publication date
    5 October 2018
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    zbMATH Keywords
    dynamic natural cubic spline model
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    Chinese yield curve
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    forecasting
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62M20
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    62P20
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    zbMATH DE Number
    6947746
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    OpenAlex ID
    W2802228497
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    Wikidata QID
    Q125928553
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