Empirical analysis and forecasting of multiple yield curves (Q2212160)
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scientific article; zbMATH DE number 7275982
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| default for all languages | No label defined |
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| English | Empirical analysis and forecasting of multiple yield curves |
scientific article; zbMATH DE number 7275982 |
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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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0.7939783334732056
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0.7778884768486023
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0.7630300521850586
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0.757236897945404
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