Forecasting the yield curve in a data-rich environment using the factor-augmented Nelson-Siegel model
Peter Exterkate, Dick van Dijk, Christiaan Heij and Patrick J. F. Groenen
| Year of publication: |
2013
|
|---|---|
| Authors: | Exterkate, Peter ; Dijk, Dick van ; Heij, Christiaan ; Groenen, Patrick J. F. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 32.2013, 3, p. 193-214
|
| Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Prognoseverfahren | Forecasting model | Rendite | Yield | Modellierung | Scientific modelling |
| 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/10009758656