Prediction bias correction for dynamic term structure models (Q500507)
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scientific article; zbMATH DE number 6489267
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction bias correction for dynamic term structure models |
scientific article; zbMATH DE number 6489267 |
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Prediction bias correction for dynamic term structure models (English)
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5 October 2015
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yield curve
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Nelson-Siegel
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time varying loadings
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factor models
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0.8726129
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0.84384507
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0.8340652
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0.8310627
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0.8269836
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0.82691264
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