Predicting short-term interest rates using Bayesian model averaging: Evidence from weekly and high frequency data
| Year of publication: |
2013
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|---|---|
| Authors: | Chua, Chew Lian ; Suardi, Sandy ; Tsiaplias, Sarantis |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 29.2013, 3, p. 442-455
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