Modeling and Forecasting the Yield Curve by an Extended Nelson‐Siegel Class of Models: A Quantile Autoregression Approach (Q4687315)
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scientific article; zbMATH DE number 6951825
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling and Forecasting the Yield Curve by an Extended Nelson‐Siegel Class of Models: A Quantile Autoregression Approach |
scientific article; zbMATH DE number 6951825 |
Statements
Modeling and Forecasting the Yield Curve by an Extended Nelson‐Siegel Class of Models: A Quantile Autoregression Approach (English)
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11 October 2018
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in-sample fitting
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out-of-sample forecasts
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