Modeling the time-varying dynamic term structure of interest rates
Ahjin Choi, Kyu Ho Kang
| Year of publication: |
2023
|
|---|---|
| Authors: | Choi, Ahjin ; Kang, Kyu Ho |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 153.2023, p. 1-14
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| Subject: | Bond portfolio choice | Certainty equivalent return | Out-of-sample density forecasting | Posterior predictive likelihood | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Theorie | Theory | Anleihe | Bond | Risikoprämie | Risk premium | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2023.106908 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014490339