A comparative study of principal component analysis on term structure of interest rates (Q2843133)
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scientific article; zbMATH DE number 6197319
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A comparative study of principal component analysis on term structure of interest rates |
scientific article; zbMATH DE number 6197319 |
Statements
A comparative study of principal component analysis on term structure of interest rates (English)
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9 August 2013
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forward rates
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principal component analysis
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term structure of interest rates
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zero rates
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0.8263709545135498
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0.7542193531990051
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0.7501706480979919
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0.7418835759162903
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