Forecasting the US term structure of interest rates using nonparametric functional data analysis (Q4596027)
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scientific article; zbMATH DE number 6816487
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| English | Forecasting the US term structure of interest rates using nonparametric functional data analysis |
scientific article; zbMATH DE number 6816487 |
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Forecasting the US Term Structure of Interest Rates Using Nonparametric Functional Data Analysis (English)
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8 December 2017
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yield curve
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factor models
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nonparametric functional data analysis
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interest rate forecasting
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0.7899947762489319
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0.7376181483268738
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0.7355390191078186
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0.7273926138877869
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0.726361095905304
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