Prediction bias correction for dynamic term structure models
Eran Raviv
| Year of publication: |
2013
|
|---|---|
| Authors: | Raviv, Eran |
| Publisher: |
Rotterdam |
| Subject: | Yield curve | Nelson Siegel (model) | Time varying loadings | Factor models | Staatspapier | Government securities | Zinsstruktur | Kapitaleinkommen | Capital income | Prognose | Forecast | Theorie | Theory | USA | United States | 1985-2000 |
| Extent: | Online-Ressource (22 S.) |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. 2013,041 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/87460 [Handle] |
| Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E47 - Forecasting and Simulation ; G17 - Financial Forecasting |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009724677