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~person:"Härdle, Wolfgang"
~subject:"Theorie"
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Yield curve modeling and forecasting using semiparametric factor dynamics
Härdle, Wolfgang
;
Majer, Piotr
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1109-1129
Persistent link: https://www.econbiz.de/10011715314
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Yield curve modeling and forecasting using semiparametric factor dynamics
Härdle, Wolfgang
;
Majer, Piotr
-
2012
methodology is applied to monthly interest rates for four southern European countries: Greece, Italy, Portugal and
Spain
from the …
Persistent link: https://www.econbiz.de/10009577030
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