Term structure forecasting: no-arbitrage restrictions versus large information set (Q4687252)
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scientific article; zbMATH DE number 6951783
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| English | Term structure forecasting: no-arbitrage restrictions versus large information set |
scientific article; zbMATH DE number 6951783 |
Statements
Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set (English)
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11 October 2018
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yield curve
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interest rates
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large dataset
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factor models
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state-space modeling framework
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0.872573733329773
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0.8442932963371277
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0.8125786185264587
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0.7980265021324158
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0.7872984409332275
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