Modeling and forecasting the yield curve by an extended Nelson-Siegel class of models: a quantile autoregression approach (Q4687315)
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scientific article; zbMATH DE number 6951825
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| English | Modeling and forecasting the yield curve by an extended Nelson-Siegel class of models: a quantile autoregression approach |
scientific article; zbMATH DE number 6951825 |
Statements
Modeling and Forecasting the Yield Curve by an Extended Nelson‐Siegel Class of Models: A Quantile Autoregression Approach (English)
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11 October 2018
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in-sample fitting
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out-of-sample forecasts
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0.8400071859359741
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0.8185786008834839
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0.7960151433944702
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0.7956763505935669
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0.7785606980323792
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