Pages that link to "Item:Q94953"
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The following pages link to Forecasting the term structure of government bond yields (Q94953):
Displaying 50 items.
- YieldCurve (Q36921) (← links)
- Estimation of a nonparametric model for bond prices from cross-section and time series information (Q104342) (← links)
- Approximately normal tests for equal predictive accuracy in nested models (Q277173) (← links)
- Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? (Q291853) (← links)
- The macroeconomy and the yield curve: a dynamic latent factor approach (Q292022) (← links)
- What does the yield curve tell us about GDP growth? (Q292029) (← links)
- Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach (Q295690) (← links)
- Global yield curve dynamics and interactions: a dynamic Nelson-Siegel approach (Q299229) (← links)
- Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191) (← links)
- Convolutional autoregressive models for functional time series (Q308370) (← links)
- The yield curve and the macro-economy across time and frequencies (Q318879) (← links)
- A noisy principal component analysis for forward rate curves (Q319733) (← links)
- Pension scheme redesign and wealth redistribution between the members and sponsor: the USS rule change in October 2011 (Q343956) (← links)
- Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates (Q439703) (← links)
- A note on influence diagnostics in AR(1) time series models (Q453021) (← links)
- Adaptive dynamic Nelson-Siegel term structure model with applications (Q469578) (← links)
- Prediction bias correction for dynamic term structure models (Q500507) (← links)
- Affine Nelson-Siegel model (Q621711) (← links)
- Functional dynamic factor models with application to yield curve forecasting (Q714342) (← links)
- Intelligible factors for the yield curve (Q736543) (← links)
- The affine arbitrage-free class of Nelson-Siegel term structure models (Q737987) (← links)
- How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? (Q737988) (← links)
- Do interest rate options contain information about excess returns? (Q737991) (← links)
- Term structure of interest rates estimation using rational Chebyshev functions (Q894201) (← links)
- Ab initio yield curve dynamics (Q936899) (← links)
- Curve forecasting by functional autoregression (Q957330) (← links)
- A genetic algorithm estimation of the term structure of interest rates (Q961416) (← links)
- Estimating VAR models for the term structure of interest rates (Q998269) (← links)
- Comparison of non-linear optimization algorithms for yield curve estimation (Q1011191) (← links)
- The stochastic string model as a unifying theory of the term structure of interest rates (Q1619783) (← links)
- A hybrid spline-based parametric model for the yield curve (Q1657153) (← links)
- Predicting the yield curve using forecast combinations (Q1659103) (← links)
- Discussion of ``Nonparametric Bayesian inference in applications'': Bayesian nonparametric methods in econometrics (Q1663604) (← links)
- A new summary measure of inflation expectations (Q1668641) (← links)
- Scenario generation for long run interest rate risk assessment (Q1676381) (← links)
- Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints (Q1681102) (← links)
- From bond yield to macroeconomic instability: a parsimonious affine model (Q1683157) (← links)
- Term structure forecasting in affine framework with time-varying volatility (Q1697871) (← links)
- Robust term structure estimation in developed and emerging markets (Q1703534) (← links)
- Segmental dynamic factor analysis for time series of curves (Q1703840) (← links)
- Simulation and evaluation of the distribution of interest rate risk (Q1722765) (← links)
- Sparse-group independent component analysis with application to yield curves prediction (Q1727895) (← links)
- Forecasting the yield curve using a dynamic natural cubic spline model (Q1787612) (← links)
- Forecasting the yield curve for the euro region (Q1925964) (← links)
- Bayesian inference in a stochastic volatility Nelson-Siegel model (Q1927156) (← links)
- Heuristic optimisation in financial modelling (Q1931632) (← links)
- Detecting a structural change in functional time series using local Wilcoxon statistic (Q2010820) (← links)
- Varying coefficient functional autoregressive model with application to the U.S. treasuries (Q2011525) (← links)
- Optimal investment for a retirement plan with deferred annuities (Q2034150) (← links)
- Dynamic regression models for time-ordered functional data (Q2057327) (← links)
