Sequential learning and economic benefits from dynamic term structure models
Year of publication: |
2024
|
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Authors: | Dubiel-Teleszynski, Tomasz ; Kalogeropoulos, Konstantinos ; Karouzakis, Nikolaos |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 70.2024, 4, p. 2236-2254
|
Subject: | Bayesian sequential learning | bond return predictability | dynamic term structure models | economic value | parameter & model uncertainty | Zinsstruktur | Yield curve | Theorie | Theory | Prognoseverfahren | Forecasting model | Lernprozess | Learning process | Schätzung | Estimation | Kapitaleinkommen | Capital income | Bayes-Statistik | Bayesian inference | Anleihe | Bond |
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