The role of no-arbitrage on forecasting : lessons from a parametric term structure model
Caio Almeida; José Vicente
| Year of publication: |
2008
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|---|---|
| Authors: | Almeida, Caio ; Vicente, José |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 12, p. 2695-2705
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| Subject: | Dynamische Wirtschaftstheorie | Economic dynamics | Risikoprämie | Risk premium | Arbitrage Pricing | Arbitrage pricing | Prognoseverfahren | Forecasting model |
| 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/10003796156