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Principal component analysis in negative interest rate environment
Acta Oeconomica ( IF 0.7 ) Pub Date : 2019-03-01 , DOI: 10.1556/032.2019.69.1.6
Milan Lazarević 1
Affiliation  

Principal Component Analysis (PCA) is a risk management technique which is, due to the consequences of multicollinearity, particularly suitable to describe the yield curve. Its final results in thi...

中文翻译:

负利率环境下的主成分分析,负利率环境下的主成分分析

主成分分析(PCA)是一种风险管理技术,由于多重共线性的结果,特别适合于描述收益率曲线。它的最终结果是...,主成分分析(PCA)是一种风险管理技术,由于多重共线性的结果,特别适合于描述收益率曲线。它的最终结果是...
更新日期:2019-03-01
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