Forecasting the term structure of Korean government bond yields using the Dynamic Nelson-Siegel class models
Kyu Ho Kang
| Year of publication: |
2012
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|---|---|
| Authors: | Kang, Kyu Ho |
| Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 41.2012, 6, p. 765-787
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| Subject: | Dynamic Nelson-Siegel model | Bayesian MCMC estimation | Markov switching process | Change-point | Out-of-sample forecasting | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Theorie | Theory | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | Öffentliche Anleihe | Public bond | Bayes-Statistik | Bayesian inference | Südkorea | South Korea | Anleihe | Bond | Prognose | Forecast |
| 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/10009705195