Long-horizon yield curve projections : comparison of semi-parametric and parametric approaches
Ken Nyholm and Riccardo Rebonato
| Year of publication: |
2008
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|---|---|
| Authors: | Nyholm, Ken ; Rebonato, Riccardo |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 18.2008, 18/21, p. 1597-1611
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| Subject: | Theorie | Theory | Zinsstruktur | Yield curve | Nichtparametrisches Verfahren | Nonparametric statistics | Prognoseverfahren | Forecasting model |
| 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/10003800185