Pages that link to "Item:Q500507"
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The following pages link to Prediction bias correction for dynamic term structure models (Q500507):
Displaying 6 items.
- Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? (Q291853) (← links)
- Adaptive dynamic Nelson-Siegel term structure model with applications (Q469578) (← links)
- Forecasting the yield curve using a dynamic natural cubic spline model (Q1787612) (← links)
- Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting (Q2378387) (← links)
- Nelson–Siegel, Affine and Quadratic Yield Curve Specifications: Which One is Better at Forecasting? (Q4687287) (← links)
- Bias correction for time series factor models (Q4960630) (← links)