Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set (Q4687252)
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scientific article; zbMATH DE number 6951783
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set |
scientific article; zbMATH DE number 6951783 |
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Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set (English)
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11 October 2018
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yield curve
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interest rates
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large dataset
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factor models
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state-space modeling framework
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