Details
Title
Forecasting Yield Curves in an Adaptive FrameworkJournal title
Central European Journal of Economic Modelling and EconometricsYearbook
2011Numer
No 4Authors
Keywords
interest rates ; functional principal component analysis ; localparametric model ; Nelson-Siegel modelDivisions of PAS
Nauki Humanistyczne i SpołeczneCoverage
239-261Publisher
Oddział PAN w ŁodziDate
31.12.2011Type
Artykuły / ArticlesIdentifier
ISSN - 2080-0886, ISSN online - 2080-119XDOI
10.24425/cejeme.2011.119314