The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve (Q5414016)
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scientific article; zbMATH DE number 6291405
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve |
scientific article; zbMATH DE number 6291405 |
Statements
The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve (English)
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2 May 2014
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forecasting interest rate
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FSN-ECM models
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functional time series
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natural cubic spline
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state-space form
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term structure
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