Historical forecasting of interest rate mean and volatility of the United States : is there a role of uncertainty?
Hossein Hassani, Mohammad Reza Yeganegi and Rangan Gupta
| Year of publication: |
2020
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|---|---|
| Authors: | Hassani, Hossein ; Yeganegi, Mohammad Reza ; Gupta, Rangan |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 15.2020, 4, p. 1-17
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| Subject: | Interest rate | metrics of uncertainty | mean and volatility forecasting | Volatilität | Volatility | USA | United States | Zins | Prognoseverfahren | Forecasting model | Risiko | Risk | Zinsstruktur | Yield curve | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010495220500189 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012643036