Forecasting the comovements of spot interest rates
Miguel A. Ferreira
| 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 |
| 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/10002972586