Forecasting interest rates with shifting endpoints
Dick van Dijk, Siem Jan Koopman, Michel van der Wel and Jonathan H. Wright
| Year of publication: |
2014
|
|---|---|
| Authors: | Dijk, Dick van ; Koopman, Siem Jan ; Wel, Michel van der ; Wright, Jonathan H. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 29.2014, 5, p. 693-712
|
| Subject: | Nelson-Siegel model | Zinsstruktur | Yield curve | Zins | Interest rate | Öffentliche Anleihe | Public bond | Prognoseverfahren | Forecasting model | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010414859