Media type: E-Book; Thesis Title: A forecast evaluation of PCA-based adaptive forecasting schemes for the EURIBOR swap term structure Contributor: Blaskowitz, Oliver Jim [Verfasser] imprint: Kiel: Universitätsbibliothek Kiel, 2010 Extent: Online-Ressource Language: English Identifier: Keywords: Statistik ; Statistics ; Faculty of Business, Economics and Social Sciences ; Wirtschafts- und Sozialwissenschaftliche Fakultät ; Adaptive Ex–ante forecasting ; Principal components ; EURIBOR swap rates ; term structure ; Directional forecasts ; directional forecast value ; forecast evaluation ; economic forecast value ; mean squared forecast error ; Hochschulschrift Origination: University thesis: Kiel, Christian-Albrechts-Universität, Diss., 2009 Footnote: Access State: Open Access