Pages that link to "Item:Q94953"
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The following pages link to Forecasting the term structure of government bond yields (Q94953):
Displaying 37 items.
- Modeling the Risk in Mortality Projections (Q5106354) (← links)
- Cohort and value-based multi-country longevity risk management (Q5123192) (← links)
- Dynamic functional data analysis with non-parametric state space models (Q5128569) (← links)
- Generalized Nelson–Siegel term structure model: do the second slope and curvature factors improve the in-sample fit and out-of-sample forecasts? (Q5130203) (← links)
- Constrained Factor Models for High-Dimensional Matrix-Variate Time Series (Q5130622) (← links)
- Uncertainty in functional principal component analysis (Q5138160) (← links)
- On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case (Q5162623) (← links)
- Interest rate prediction: a neuro-hybrid approach with data preprocessing (Q5166466) (← links)
- PCA-BASED EX-ANTE FORECASTING OF SWAP TERM STRUCTURES (Q5193005) (← links)
- Modeling Nelson–Siegel Yield Curve Using Bayesian Approach (Q5227363) (← links)
- Dynamic credit default swap curves in a network topology (Q5235459) (← links)
- Banks' interest rate risk: the net interest income perspective versus the market value perspective (Q5245415) (← links)
- A Bayesian approach to term structure modeling using heavy‐tailed distributions (Q5414514) (← links)
- A Theoretically Consistent Version of the Nelson and Siegel Class of Yield Curve Models (Q5489326) (← links)
- Likelihood inference for dynamic linear models with Markov switching parameters: on the efficiency of the Kim filter (Q5860961) (← links)
- Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model (Q5860977) (← links)
- Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)
- Extrapolating Long-Run Yield Curves: An Innovative and Consistent Approach (Q6075091) (← links)
- Monetary policy and the term structure of inflation expectations with information frictions (Q6106652) (← links)
- Inference on the maximal rank of time-varying covariance matrices using high-frequency data (Q6117051) (← links)
- Inference in functional factor models with applications to yield curves (Q6134635) (← links)
- Semiparametric functional factor models with Bayesian rank selection (Q6203345) (← links)
- Estimation and inference for high dimensional factor model with regime switching (Q6554223) (← links)
- Multivariate dynamic regression: modeling and forecasting for intraday electricity load (Q6570859) (← links)
- Better the devil you know: improved forecasts from imperfect models (Q6573801) (← links)
- Time series of functional data with application to yield curves (Q6574610) (← links)
- Consistent curves in the -world: optimal bonds portfolio (Q6592289) (← links)
- Revisiting the fitting of the Nelson–Siegel and Svensson models (Q6618205) (← links)
- Testing for Common Trends in Nonstationary Large Datasets (Q6620933) (← links)
- State-Varying Factor Models of Large Dimensions (Q6620950) (← links)
- Interpretable Sparse Proximate Factors for Large Dimensions (Q6620981) (← links)
- Term Structures of Inflation Expectations and Real Interest Rates (Q6626330) (← links)
- Functional Autoregression for Sparsely Sampled Data (Q6634844) (← links)
- Changing Macroeconomic Dynamics at the Zero Lower Bound (Q6634870) (← links)
- Fitting dynamically consistent forward rate curves: algorithm and comparison (Q6649935) (← links)
- Long-term risk with stochastic interest rates (Q6667573) (← links)
- Multiple yield curve modeling and forecasting using deep learning (Q6668679) (← links)
