Title

Forecasting Yield Curves in an Adaptive Framework

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2011

Numer

No 4

Authors

Chen, Ying ; Li, Bo

Keywords

interest rates ; functional principal component analysis ; localparametric model ; Nelson-Siegel model

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

239-261

Publisher

Oddział PAN w Łodzi

Date

31.12.2011

Type

Artykuły / Articles

Identifier

ISSN - 2080-0886, ISSN online - 2080-119X

DOI

10.24425/cejeme.2011.119314