High Dimensional Yield Curves: Models and Forecasting
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Elsevier BV
Reference28 articles.
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Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. The role of no-arbitrage on forecasting: Lessons from a parametric term structure model;Journal of Banking & Finance;2008-12
2. The Role of No-Arbitrage on Forecasting: Lessons from a Parametric Term Structure Model;SSRN Electronic Journal;2008
3. Does Curvature Enhance Forecasting?;SSRN Electronic Journal;2008
4. Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson-Siegel Model with Time-Varying Parameters;SSRN Electronic Journal;2008
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