A comparison of multi-factor term structure models for interbank rates
Year of publication: |
2023
|
---|---|
Authors: | Fabozzi, Frank J. ; Fabozzi, Francesco A. ; Tunaru, Diana |
Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 61.2023, 1, p. 323-356
|
Subject: | Continuous-time models | Forecasting tests | Interbank rates | Multi-factor term structure models | Theorie | Theory | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Geldmarkt | Money market | Schätzung | Estimation |
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