Chapter 14 Forecasting Interest Rates: An Application of the Stochastic Unit Root and Stochastic Cointegration Frameworks
Year of publication: |
2008
|
---|---|
Authors: | Sollis, Robert |
Subject: | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Stochastischer Prozess | Stochastic process | Theorie | Theory | Zins | Interest rate | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis |
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