Beating the random walk : a performance assessment of long-term interest rate forecasts
Frank A. G. den Butter and Pieter W. Jansen
| Year of publication: |
2013
|
|---|---|
| Authors: | Butter, Frank A. G. den ; Jansen, Pieter W. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 23.2013, 7/9, p. 749-765
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| Subject: | Random Walk | Random walk | Prognoseverfahren | Forecasting model | Zins | Interest rate | Zinsstruktur | Yield curve | Wechselkurs | Exchange rate | Prognose | Forecast |
| 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/10009750989