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
|
| Subject: | Continuous time | Gaussian estimation | ARIMA | ARFIMA | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Zins | Interest rate |
| 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