Principal component regression in GAMLSS applied to Greek–German government bond yield spreads (Q6078174)
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scientific article; zbMATH DE number 7742690
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Principal component regression in GAMLSS applied to Greek–German government bond yield spreads |
scientific article; zbMATH DE number 7742690 |
Statements
Principal component regression in GAMLSS applied to Greek–German government bond yield spreads (English)
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27 September 2023
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Box-Cox \(t\)
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financial spreads
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kurtosis
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skewness
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