Forecasting the US term structure of interest rates using nonparametric functional data analysis
João Caldeira and Hudson Torrent
| Year of publication: |
January 2017
|
|---|---|
| Authors: | Caldeira, João F. ; Torrent, Hudson da Silva |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 36.2017, 1, p. 56-73
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| Subject: | yield curve | factor models | nonparametric method | nonparametric functional data analysis | interest rate forecasting | Zinsstruktur | Yield curve | Nichtparametrisches Verfahren | Nonparametric statistics | Prognoseverfahren | Forecasting model | Theorie | Theory | USA | United States | Zins | Interest rate | Schätzung | Estimation | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2414 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011729058