Yield curve modeling and forecasting using semiparametric factor dynamics
Wolfgang K. Härdle and Piotr Majer
| Year of publication: |
August-September 2016
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| Authors: | Härdle, Wolfgang ; Majer, Piotr |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 22.2016, 10/12, p. 1109-1129
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| Subject: | yield curve | term structure of interests rates | semiparametric model | factor structure | prediction | European sovereign debt crisis | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | Öffentliche Anleihe | Public bond | Schätzung | Estimation | Kapitaleinkommen | Capital income | Theorie | Theory | Faktorenanalyse | Factor analysis | Schuldenkrise | Debt crisis | EU-Staaten | EU countries | Ökonometrisches Modell | Econometric model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2014.926281 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011715314