A GENERALIZATION OF PRINCIPAL COMPONENT ANALYSIS FOR NON-OBSERVABLE TERM STRUCTURES IN EMERGING MARKETS (Q5696882)
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scientific article; zbMATH DE number 2216258
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A GENERALIZATION OF PRINCIPAL COMPONENT ANALYSIS FOR NON-OBSERVABLE TERM STRUCTURES IN EMERGING MARKETS |
scientific article; zbMATH DE number 2216258 |
Statements
A GENERALIZATION OF PRINCIPAL COMPONENT ANALYSIS FOR NON-OBSERVABLE TERM STRUCTURES IN EMERGING MARKETS (English)
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19 October 2005
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orthogonal polynomials
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principal components
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term structure dynamics
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emerging markets
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