Alternativní modely výnosových křivek : regionální modely
In this thesis, we focus on thorough yield curve modelling. We build on extended classical Nelson-Siegel model, which we further develop to accommodate unobserved regional common factors and principal components. We centre our discussion on central European currencies' yield curves: CZK, HUF, P...
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| Format: | Dissertation |
| Language: | English |
| Published: |
2010
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| Online Access: | http://www.nusl.cz/ntk/nusl-278526 |