A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure
Year of publication: |
2008
|
---|---|
Other Persons: | Blaskowitz, Oliver (contributor) ; Herwartz, Helmut (contributor) |
Publisher: |
Berlin : SFB 649, Economic Risk |
Subject: | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Ökonometrisches Modell | Econometric model | Varianzanalyse | Analysis of variance | Wertpapierhandel | Securities trading | Strategie | Strategy | Hauptkomponentenanalyse | Principal component analysis | Faktorenanalyse | Factor analysis | Theorie | Theory | Euromarkt | Euromarkets | EU-Staaten | EU countries |
-
Blaskowitz, Oliver J., (2008)
-
Adaptive forecasting of the EURIBOR swap term structure
Blaskowitz, Oliver, (2008)
-
Modeling the FIBOR/EURIBOR swap term structure : an empirical approach
Blaskowitz, Oliver, (2005)
- More ...
-
On economic evaluation of directional forecasts
Blaskowitz, Oliver, (2011)
-
Testing the value of directional forecasts in the presence of serial correlation
Blaskowitz, Oliver, (2014)
-
On economic evaluation of directional forecasts
Blaskowitz, Oliver, (2009)
- More ...