What is the Effect of Restrictions Imposed by Principal Components Analysis on the Empirical Performance of Dynamic Term Structure Models?
Crossref DOI link: https://doi.org/10.1007/s10614-024-10644-y
Published Online: 2024-06-13
Published Print: 2025-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Juneja, Januj https://orcid.org/0000-0003-2032-526X
Text and Data Mining valid from 2024-06-13
Version of Record valid from 2024-06-13
Article History
Accepted: 29 May 2024
First Online: 13 June 2024
Declarations
:
: The authors have not disclosed any competing interests.