//-->
Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach
Blaskowitz, Oliver, (2005)
A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure.
Blaskowitz, Oliver, (2008)
PCA-BASED EX-ANTE FORECASTING OF SWAP TERM STRUCTURES
BLASKOWITZ, OLIVER, (2009)