In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008
Lili Cai; Norman R. Swanson
| Year of publication: |
2011
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|---|---|
| Authors: | Cai, Lili ; Swanson, Norman R. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 18.2011, 4, p. 743-764
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| Subject: | Interest rate | Multi-factor diffusion process | Specification test | Out-of-sample forecasts | Conditional distribution | Model selection | Zins | Theorie | Theory | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Euro | US-Dollar | US dollar | Wechselkurs | Exchange rate |
| Extent: | graph. Darst. |
|---|---|
| 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/10009306528