PCA-BASED EX-ANTE FORECASTING OF SWAP TERM STRUCTURES (Q5193005)
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scientific article; zbMATH DE number 5593340
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PCA-BASED EX-ANTE FORECASTING OF SWAP TERM STRUCTURES |
scientific article; zbMATH DE number 5593340 |
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PCA-BASED EX-ANTE FORECASTING OF SWAP TERM STRUCTURES (English)
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10 August 2009
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adaptive ex-ante forecasting
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EURIBOR swap rates
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term structure
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