Forecasting interest rates: A Comparative assessment of some second generation non-linear model
Year of publication: |
2005
|
---|---|
Authors: | Nachane, Dilip M. ; Clavel, Jose G. |
Institutions: | Indira Gandhi Institute of Development Research (IGIDR) |
Subject: | Interest rates | wavelets | mixed spectra | non-linear ARMA | Kalman filter | GARCH | Forecast encompassing |
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