The Role of No-Arbitrage on Forecasting : Lessons from a Parametric Term Structure Model
Year of publication: |
2018
|
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Authors: | Almeida, Caio |
Other Persons: | Vicente, Jose (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Dynamische Wirtschaftstheorie | Economic dynamics | Arbitrage Pricing | Arbitrage pricing | Zinsstruktur | Yield curve |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 15, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.3142987 [DOI] |
Classification: | G12 - Asset Pricing ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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