The Yield of Ten-Year T-Bonds: Stumbling Towards a 'Good' Forecast
Year of publication: |
2006
|
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Authors: | Weißbach, Rafael ; Ponyatovskyy, Vladyslav ; Zimmermann, Guido |
Publisher: |
Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen |
Subject: | T-bond | times series | 10-year yield | TAR model | bias-correction | non-linear time series |
Series: | Technical Report ; 2006,50 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 534705251 [GVK] hdl:10419/22694 [Handle] RePEc:zbw:sfb475:200650 [RePEc] |
Classification: | C52 - Model Evaluation and Testing ; E47 - Forecasting and Simulation |
Source: |
-
The Yield of Ten-Year T-Bonds: Stumbling Towards a 'Good' Forecast
Weißbach, Rafael, (2006)
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The yield of ten-year T-bonds : stumbling towards a "good" forecast
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The Yield of Ten-Year T-Bonds: Stumbling Towards a 'Good' Forecast
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