Inference in functional factor models with applications to yield curves.

MLA

Horváth, Lajos, et al. “Inference in Functional Factor Models with Applications to Yield Curves.” Journal of Time Series Analysis, vol. 43, no. 6, Nov. 2022, pp. 872–94. EBSCOhost, https://doi.org/10.1111/jtsa.12642.

APA

Horváth, L., Kokoszka, P., VanderDoes, J., & Wang, S. (2022). Inference in functional factor models with applications to yield curves. Journal of Time Series Analysis, 43(6), 872–894. https://doi.org/10.1111/jtsa.12642

Chicago

Horváth, Lajos, Piotr Kokoszka, Jeremy VanderDoes, and Shixuan Wang. 2022. “Inference in Functional Factor Models with Applications to Yield Curves.” Journal of Time Series Analysis 43 (6): 872–94. doi:10.1111/jtsa.12642.