A note on the relation between principal components and dynamic factors in affine term structure models
Caio Ibsen Rodrigues de Almeida
| Year of publication: |
2005
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|---|---|
| Authors: | Almeida, Caio Ibsen Rodrigues de |
| Published in: |
Brazilian review of econometrics : the review of the Brazilian Econometric Society. - Rio de Janeiro, ISSN 1980-2447, ZDB-ID 21251873. - Vol. 25.2005, 1, p. 89-114
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| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Zsfassung in portug. Sprache |
| Source: |
Persistent link: https://www.econbiz.de/10009078658