Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model (Q4687322)
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scientific article; zbMATH DE number 6951831
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model |
scientific article; zbMATH DE number 6951831 |
Statements
Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model (English)
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11 October 2018
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factor extraction
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variable selection
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forecast accuracy
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