International Yield Curve Prediction with Common Functional Principal Component Analysis

Jiejie Zhang, Ying Chen, Stefan Klotz, Kian Guan Lim. International Yield Curve Prediction with Common Functional Principal Component Analysis. In Vladik Kreinovich, Songsak Sriboonchitta, Van-Nam Huynh, editors, Robustness in Econometrics. Volume 692 of Studies in Computational Intelligence, pages 287-304, 2017. [doi]

Abstract

Abstract is missing.