Empirical analysis and forecasting of multiple yield curves (Q2212160)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical analysis and forecasting of multiple yield curves |
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Empirical analysis and forecasting of multiple yield curves (English)
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19 November 2020
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multiple term structures
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principal component analysis
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dynamic factor model
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forecasting of yield curves
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Solvency II
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