Adaptive forecasting of the EURIBOR swap term structure
Year of publication: |
2009
|
---|---|
Authors: | Blaskowitz, Oliver ; Herwartz, Helmut |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 28.2009, 7, p. 575-594
|
Subject: | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | EU-Staaten | EU countries |
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