Forecasting the yield curve for the euro region (Q1925964)

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scientific article; zbMATH DE number 6118459
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English
Forecasting the yield curve for the euro region
scientific article; zbMATH DE number 6118459

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    Forecasting the yield curve for the euro region (English)
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    27 December 2012
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    European yield curve
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    dynamic Nelson
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    Siegel
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    functional signal plus noise
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    forecasting
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    term structure of interest rates
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