Yield curve dynamics: Regional common factor model
Year of publication: |
2010
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Authors: | Šopov, Boril ; Seidler, Jakub |
Publisher: |
Prague : Charles University in Prague, Institute of Economic Studies (IES) |
Subject: | Zinsstruktur | Dynamisches Modell | Faktorenanalyse | Zustandsraummodell | Tschechische Republik | Slowakei | Polen | Ungarn | dynamic factor model | kalman filter | Nelson-Siegel | state space | regional Yield Curve | principal component analysis |
Series: | IES Working Paper ; 17/2010 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 635685175 [GVK] hdl:10419/83414 [Handle] |
Classification: | C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications ; G17 - Financial Forecasting |
Source: |
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Yield curve dynamics : regional common factor model
Šopov, Boril, (2010)
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Yield Curve Dynamics - Regional Common Factor Model
Šopov, Boril, (2011)
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Yield Curve Dynamics: Regional Common Factor Model
Šopov, Boril, (2010)
- More ...
-
Yield Curve Dynamics - Regional Common Factor Model
Šopov, Boril, (2011)
-
Yield Curve Dynamics: Regional Common Factor Model
Šopov, Boril, (2010)
-
Yield curve dynamics : regional common factor model
Šopov, Boril, (2011)
- More ...