Caldeira, J. Frois; Gupta, Rangan; Suleman, Muhammed Tahir; Torrent, Hudson S.(Routledge, 2021)
In this article, we develop a nonparametric functional data analysis (NP-FDA) model to forecast the term-structure of Brazil, Russia, India, China and South Africa (BRICS). We use daily data over the period of January 1, ...
