Information in the term structure : a forecasting perspective

Hitesh Doshi, Kris Jacobs, Rui Liu

Year of publication:	2021
Authors:	Doshi, Hitesh ; Jacobs, Kris ; Liu, Rui
Published in:	Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 67.2021, 8, p. 5255-5277
Subject:	term structure \| forecasting \| loss function \| state variables \| hidden factor \| Zinsstruktur \| Yield curve \| Prognoseverfahren \| Forecasting model \| Theorie \| Theory

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