DOES CURVATURE ENHANCE FORECASTING?
Year of publication: |
2009
|
---|---|
Authors: | ALMEIDA, CAIO ; GOMES, ROMEU ; LEITE, ANDRÉ ; SIMONSEN, AXEL ; VICENTE, JOSÉ |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 12.2009, 08, p. 1171-1196
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Parametric term structure models | principal components | vector auto-regressive models | interest rate mean forecasting |
-
Growth regressions, principal components and frequentist model averaging
Wagner, Martin, (2009)
-
Global Factors, Unemployment Adjustment and the Natural Rate
Smith, Ron P., (2007)
-
Global Factors, Unemployment Adjustment and the Natural Rate
Smith, Ron P., (2008)
- More ...
-
Does curvature enhance forecasting?
Almeida, Caio, (2009)
-
Does curvature enhance forecasting?
Almeida, Caio, (2007)
-
Almeida, Caio, (2007)
- More ...