Title |
A forecast evaluation of PCA-based adaptive forecasting schemes for the EURIBOR swap term structure / Oliver Jim Blaskowitz |
|---|---|
Involved |
Oliver Jim Blaskowitz (Verfasser) |
Published |
Kiel: Universitätsbibliothek Kiel |
Extent |
Online-Ressource |
Thesis |
Kiel, Christian-Albrechts-Universität, Diss., 2009 |
Language |
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Country |
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Topic |
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Subject |
Statistik
Europa Zinsswap Zinsoption
Zinstermingeschäft
Zinsstruktur Prognoseverfahren Hauptkomponentenanalyse Schätzung Euromarkt :z Geschichte 2000-2008 |
DDC notation |
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Other editions |
Erscheint auch als Druck-Ausgabe: A forecast evaluation of PCA-based adaptive forecasting schemes for the EURIBOR swap term structure |
Persistent identifier |
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Record ID |
1019902175 |
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