Forecasting financial time series using model averaging
Year of publication: |
2007
|
---|---|
Authors: | Ravazzolo, Francesco |
Publisher: |
[Amsterdam] : Thela Thesis |
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Zinsstruktur | Yield curve | USA | United States | Strompreis | Electricity price | Norwegen | Norway | Dänemark | Denmark | Niederlande | Netherlands |
Description of contents: | Table of Contents [gbv.de] |
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Estimating the US trend short-term interest rate
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