A model-selection approach to assessing the information in the term structure using linear models and artificial neural networks
Norman R. Swanson ; Halbert White
| Year of publication: |
1995
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|---|---|
| Authors: | Swanson, Norman R. |
| Other Persons: | White, Halbert (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 13.1995, 3, p. 265-275
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| Subject: | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Zins | Interest rate | Prognoseverfahren | Forecasting model | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001182360