Forecasting the yield curve for the euro region (Q1925964)
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scientific article; zbMATH DE number 6118459
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Forecasting the yield curve for the euro region |
scientific article; zbMATH DE number 6118459 |
Statements
Forecasting the yield curve for the euro region (English)
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27 December 2012
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European yield curve
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dynamic Nelson
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Siegel
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functional signal plus noise
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forecasting
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term structure of interest rates
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0.8333179950714111
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0.7930180430412292
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0.7889203429222107
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0.7826495170593262
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0.7789798378944397
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