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~person:"Herwartz, Helmut"
~subject:"Yield curve"
~type_genre:"Aufsatz in Zeitschrift"
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Herwartz, Helmut
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International journal of theoretical and applied finance
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Journal of forecasting
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ECONIS (ZBW)
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Adaptive forecasting of the EURIBOR swap term structure
Blaskowitz, Oliver
;
Herwartz, Helmut
- In:
Journal of forecasting
28
(
2009
)
7
,
pp. 575-594
Persistent link: https://www.econbiz.de/10003902215
Saved in:
2
PCA-based ex-ante forecasting of swap term structures
Blaskowitz, Olilver
;
Herwartz, Helmut
- In:
International journal of theoretical and applied finance
12
(
2009
)
4
,
pp. 465-489
Persistent link: https://www.econbiz.de/10003879073
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