Forecasting the 10‐year US treasury rate
Year of publication: |
2010
|
---|---|
Authors: | Baghestani, Hamid |
Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 29.2010, 8, p. 673-688
|
Publisher: |
John Wiley & Sons, Ltd. |
Subject: | random walk | augmented‐autoregressive | Fisher equation | directional accuracy | symmetric loss |
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