Arbia, Giuseppe; Di Marcantonio, Michele - In: Econometrics : open access journal 3 (2015) 4, pp. 733-760
Geostatistical spatial models are widely used in many applied fields to forecast data observed on continuous three-dimensional surfaces. We propose to extend their use to finance and, in particular, to forecasting yield curves. We present the results of an empirical application where we apply...
