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Factor based index tracking
Corielli, Francesco; Marcellino, Massimiliano - In: Journal of banking & finance 30 (2006) 8, pp. 2215-2233
Persistent link: https://www.econbiz.de/10003355749
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Forecasting government bond yields with large Bayesian vector autoregressions
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: Journal of banking & finance 36 (2012) 7, pp. 2026-2047
Persistent link: https://www.econbiz.de/10009629698
Cover Image
Factor based index tracking
Corielli, Francesco; Marcellino, Massimiliano - In: Journal of banking & finance 30 (2006) 8, pp. 2215-2234
Persistent link: https://www.econbiz.de/10007286059
Cover Image
Forecasting government bond yields with large Bayesian vector autoregressions
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: Journal of banking & finance 36 (2012) 7, pp. 2026-2048
Persistent link: https://www.econbiz.de/10009972344