Yield Curve Dynamics - Regional Common Factor Model
Year of publication: |
2011
|
---|---|
Authors: | Šopov, Boril ; Seidler, Jakub |
Published in: |
Prague Economic Papers. - Vysoká Škola Ekonomická v Praze, ISSN 1210-0455. - Vol. 2011.2011, 2, p. 140-156
|
Publisher: |
Vysoká Škola Ekonomická v Praze |
Subject: | Kalman filter | dynamic factor model | Nelson-Siegel | state space | regional yield curve | principal component analysis |
-
Yield curve dynamics: Regional common factor model
Šopov, Boril, (2010)
-
Yield Curve Dynamics: Regional Common Factor Model
Šopov, Boril, (2010)
-
Algaba, Andres, (2021)
- More ...
-
Yield curve dynamics: Regional common factor model
Šopov, Boril, (2010)
-
Yield Curve Dynamics: Regional Common Factor Model
Šopov, Boril, (2010)
-
Yield curve dynamics : regional common factor model
Šopov, Boril, (2011)
- More ...