Forecasting daily UK interest rates using continuous time and ARIMA, ARFIMA models
O. Gough, K. B. Nowman and S. Van Dellen
| Year of publication: |
2013
|
|---|---|
| Authors: | Gough, O. ; Nowman, Kalid Ben ; Van Dellen, S. |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 12.2013, 8, p. 813-824
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| Subject: | Continuous time | Gaussian estimation | ARIMA | ARFIMA | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Zins | Interest rate | Schätztheorie | Estimation theory | Zinsstruktur | Yield curve | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010363113