Filtry
Nelson-Sigel Model for the Estimation of Yield Curve Derived from the Czech Coupon Bond Market
Main topics of the document: yield curve; Yield curve estimation; Nelson-Siegel model; Czech Republic...
AH - Ekonomie
- 2011 •
- D
Rok uplatnění
D - Stať ve sborníku
Practical Interest Rate Risk Management
This article shows how to apply the yield curve modeling in Czech market conditions. We propose a yield curve model that takes into account the whole yield curve, i.e. all observed maturities. Modeling...
AH - Ekonomie
- 2010 •
- A
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A - Audiovizuální tvorba
Inference of topographical characteristics for precision agriculture
Quantitative knowledge of the factors and interactions affecting the yield is essential for site-specific yield management. One of the factors frequently affecting the yield is topography. For this reason, this paper deals ...
DE - Zemský magnetismus, geodesie, geografie
- 2014 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Yield Curve Modeling Using The Principal Component Analisis And Nonlinear Stochastic Differential Equations
Basic themes of document: Yield curve model; principal component analysis; nonparametric distribution...
BB - Aplikovaná statistika, operační výzkum
- 2007 •
- D
Rok uplatnění
D - Stať ve sborníku
A nonparametric model for analysis of the EURO yield curve
A nonparametric model for analysis of the EURO yield curve...
BA - Obecná matematika
- 1999 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
The Czech Government Yield Curve Decomposition at the Lower Bound
Main topics of the document: decomposition; government bond; yield curve; affine model...
Public administration
- 2019 •
- Jimp •
- Odkaz
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Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Models of the oilseed rape yields.
Anotace je k dispozici u autora...
GC - Pěstování rostlin, osevní postupy
- 1999 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Nelson-Siegel model for the estimation of yield curve derived from the czech coupon bond market
Main topics of the document: Yield curve; Nelson-Siegel model; Czech Republic; coupon bond market...
BA - Obecná matematika
- 2011 •
- Jx •
- Odkaz
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Empirical model for prediction of visbreaking product yields
model for prediction of visbreaking product yields from the feedstock input vectorPrediction of visbreaking conversion and product yields may be carried out using various kinetic models. The kinetic models
Chemical engineering
- 2022 •
- D •
- Odkaz
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Yield curve dynamics - regional common factor model
In this paper, we focus on thorough yield curve modelling. We build on extended classical Nelson-Siegel model, which we further develop to accommodate unobserved'' yield curves: CZK, HUF, PLN and SKK. We propose a ...
AH - Ekonomie
- 2011 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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