A model-selection approach to assessing the information in the term structure using linear models and artificial neural networks
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 |
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