Prediction Bias Correction for Dynamic Term Structure Models
Year of publication: |
2013-03-07
|
---|---|
Authors: | Raviv, Eran |
Institutions: | Tinbergen Instituut |
Subject: | Yield curve | Nelson Siegel | Time varying loadings | Factor models |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 13-041/III |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E47 - Forecasting and Simulation ; G17 - Financial Forecasting |
Source: |
-
Prediction Bias Correction for Dynamic Term Structure Models
Raviv, Eran, (2013)
-
Prediction bias correction for dynamic term structure models
Raviv, Eran, (2015)
-
Prediction bias correction for dynamic term structure models
Raviv, Eran, (2013)
- More ...
-
Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices
Raviv, Eran, (2013)
-
An empirical comparison of alternative schemes for combining electricity spot price forecasts
Nowotarski, Jakub, (2014)
-
An empirical comparison of alternate schemes for combining electricity spot price forecasts
Nowotarski, Jakub, (2013)
- More ...