Pages that link to "Item:Q5696882"
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The following pages link to A GENERALIZATION OF PRINCIPAL COMPONENT ANALYSIS FOR NON-OBSERVABLE TERM STRUCTURES IN EMERGING MARKETS (Q5696882):
Displaying 6 items.
- A noisy principal component analysis for forward rate curves (Q319733) (← links)
- Term structure models during the global financial crisis: a parsimonious text mining approach (Q2326980) (← links)
- TIME-VARYING RISK PREMIA IN EMERGING MARKETS: EXPLANATION BY A MULTI-FACTOR AFFINE TERM STRUCTURE MODEL (Q4662055) (← links)
- AFFINE PROCESSES, ARBITRAGE-FREE TERM STRUCTURES OF LEGENDRE POLYNOMIALS, AND OPTION PRICING (Q4675930) (← links)
- PRINCIPAL-COMPONENT-BASED GAUSSIAN AFFINE TERM STRUCTURE MODELS: CONSTRAINTS AND THEIR FINANCIAL IMPLICATIONS (Q5114678) (← links)
- Principal component regression in GAMLSS applied to Greek–German government bond yield spreads (Q6078174) (← links)