A comparative study of principal component analysis on term structure of interest rates
type: Item
instance of: scholarly article
title: A comparative study of principal component analysis on term structure of interest rates
zbMATH Open document ID: 1358.62081
author: Nien-Lin Liu
published in: JSIAM Letters
publication date: 2013-08-09T00:00:00Z
full work available at URL: https://www.jstage.jst.go.jp/A_PRedirectJournalInit
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 62M07
zbMATH DE Number: 6197319
zbMATH Keywords: forward rates
zbMATH Keywords: principal component analysis
zbMATH Keywords: term structure of interest rates
zbMATH Keywords: zero rates
MaRDI profile type: Publication
OpenAlex ID: W2067857714
DOI: 10.14495/JSIAML.2.57
description: scientific article; zbMATH DE number 6197319