Forecasting the comovements of spot interest rates
Year of publication: |
2005
|
---|---|
Authors: | Ferreira, Miguel A. |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 24.2005, 5, p. 766-792
|
Subject: | Zins | Interest rate | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Theorie | Theory | Frankreich | France | Korrelation | Correlation | 1990-1997 |
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