Forecasting interest rates: a comparative assessment of some second-generation nonlinear models (Q3532680)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting interest rates: a comparative assessment of some second-generation nonlinear models |
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Forecasting interest rates: a comparative assessment of some second-generation nonlinear models (English)
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28 October 2008
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interest rates
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wavelets
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artificial neural networks
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mixed spectra
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nonlinear ARMA
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GARCH
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forecast comparisons
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