Predicting interest rate distributions using PCA & quantile regression
Alternative title: | Predicting interest rate distributions using PCA and quantile regression |
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Year of publication: |
2022
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Authors: | Pimentel, Rita ; Risstad, Morten ; Westgaard, Sjur |
Published in: |
Digital finance : smart data analytics, investment innovation, and financial technology. - [Cham] : Springer Nature Switzerland AG, ISSN 2524-6186, ZDB-ID 2947479-6. - Vol. 4.2022, 4, p. 291-311
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Subject: | Interest rate distributions | Principal component analysis | Quantile regression | Risk management | Statistische Verteilung | Statistical distribution | Zins | Interest rate | Regressionsanalyse | Regression analysis |
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