EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Random level shift (RLS)"
Narrow search

Narrow search

Year of publication
Subject
All
Capital income 1 Dynamic Nelson-Siegel model 1 Dynamische Wirtschaftstheorie 1 Economic dynamics 1 Forecasting 1 Forecasting model 1 Kapitaleinkommen 1 Prognoseverfahren 1 Public bond 1 Random level shift (RLS) 1 US treasury yield curves 1 Yield curve 1 Zinsstruktur 1 Öffentliche Anleihe 1
more ... less ...
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1
Author
All
Luo, Deqing 1 Pang, Tao 1 Xu, Jiawen 1
Published in...
All
Economic modelling 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
Forecasting US yield curve using the dynamic Nelson-Siegel model with random level shift parameters
Luo, Deqing; Pang, Tao; Xu, Jiawen - In: Economic modelling 94 (2021), pp. 340-350
Persistent link: https://www.econbiz.de/10012695028
Saved in:
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...