How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? (Q737988)
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English | How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? |
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How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? (English)
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12 August 2016
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forecast combination
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encompassing
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loss functions
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instability
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affine term structure models
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