How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? (Q737988)

From MaRDI portal
Revision as of 01:35, 5 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?
scientific article

    Statements

    How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? (English)
    0 references
    0 references
    0 references
    12 August 2016
    0 references
    forecast combination
    0 references
    encompassing
    0 references
    loss functions
    0 references
    instability
    0 references
    affine term structure models
    0 references

    Identifiers