DocumentCode
3264414
Title
Estimating and Forecasting a German Term Structure
Author
Tysiak, Wolfgang
Author_Institution
Univ. of Appl. Sci. Dortmund, Dortmund
fYear
2007
fDate
6-8 Sept. 2007
Firstpage
490
Lastpage
493
Abstract
To forecast a term structure means that you can not simply forecast the rates for the different times to maturity. By doing so one would neglect the dependencies within the term structure itself. Therefore you have to perform the forecasting in several steps.
Keywords
economic indicators; finance; forecasting theory; German financial market; German term structure; bonds; currency; forecasting; time series; Conferences; Costs; Data acquisition; Economic indicators; Intelligent structures; Technology forecasting; ARIMA; Nelson-Siegel-approach; factor analysis; yield curve;
fLanguage
English
Publisher
ieee
Conference_Titel
Intelligent Data Acquisition and Advanced Computing Systems: Technology and Applications, 2007. IDAACS 2007. 4th IEEE Workshop on
Conference_Location
Dortmund
Print_ISBN
978-1-4244-1347-8
Electronic_ISBN
978-1-4244-1348-5
Type
conf
DOI
10.1109/IDAACS.2007.4488467
Filename
4488467
Link To Document