He, Ling T.; Hu, Chenyi; Casey, K. Michael - In: The Journal of Risk Finance 10 (2009) 2, pp. 142-154
Purpose – The purpose of this paper is to forecast variability in mortgage rates by using interval measured data and interval computing method. Design/methodology/approach – Variability (interval) forecasts generated by the interval computing are compared with lower‐ and upper‐bound...