Forecasting government bond yields with neural networks considering cointegration

Christoph Wegener, Christian von Spreckelsen, Tobias Basse and Hans-Jörg von Mettenheim

Year of publication:	January 2016
Authors:	Wegener, Christoph ; Spreckelsen, Christian von ; Basse, Tobias ; Mettenheim, Hans-Jörg von
Published in:	Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 35.2016, 1, p. 86-92
Subject:	neural networks \| cointegration \| government bond yields \| Neuronale Netze \| Neural networks \| Öffentliche Anleihe \| Public bond \| Kointegration \| Cointegration \| Prognoseverfahren \| Forecasting model \| Zinsstruktur \| Yield curve \| Kapitaleinkommen \| Capital income \| Theorie \| Theory

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