Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach (Q295690)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach |
scientific article; zbMATH DE number 6592941
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach |
scientific article; zbMATH DE number 6592941 |
Statements
Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach (English)
0 references
13 June 2016
0 references
yield curve
0 references
factor-augmented VAR
0 references
affine term structure models
0 references
dynamic factor models
0 references
forecasting
0 references
0.8893435597419739
0 references
0.872573733329773
0 references
0.8405170440673828
0 references
0.8318268656730652
0 references
0.829125165939331
0 references
