Pages that link to "Item:Q469578"
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The following pages link to Adaptive dynamic Nelson-Siegel term structure model with applications (Q469578):
Displaying 11 items.
- Sparse-group independent component analysis with application to yield curves prediction (Q1727895) (← links)
- A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US (Q2338512) (← links)
- Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models (Q2338517) (← links)
- A comparing study on dynamic estimation of term structure of interest rate in China based on hybrid Nelson-Siegel models (Q2924251) (← links)
- KPSS test for functional time series (Q2953440) (← links)
- An arbitrage‐free generalized Nelson–Siegel term structure model (Q3653355) (← links)
- Adaptive Interest Rate Modelling (Q4687604) (← links)
- Modeling Nelson–Siegel Yield Curve Using Bayesian Approach (Q5227363) (← links)
- Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson–Siegel Model With Time-Varying Parameters (Q5392710) (← links)
- ADAPTIVE AND MONOTONE SPLINE ESTIMATION OF THE CROSS-SECTIONAL TERM STRUCTURE (Q5696848) (← links)
- Modeling Functional Time Series and Mixed-Type Predictors With Partially Functional Autoregressions (Q6626210) (← links)