A comparative study of principal component analysis on term structure of interest rates (Q2843133)
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scientific article; zbMATH DE number 6197319
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparative study of principal component analysis on term structure of interest rates |
scientific article; zbMATH DE number 6197319 |
Statements
A comparative study of principal component analysis on term structure of interest rates (English)
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9 August 2013
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forward rates
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principal component analysis
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term structure of interest rates
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zero rates
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