Out-of-sample performance of discrete-time spot interest rate models
Yongmiao Hong; Haitao Li; Feng Zhao
| Year of publication: |
2004
|
|---|---|
| Authors: | Hong, Yongmiao ; Li, Haitao ; Zhao, Feng |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 22.2004, 4, p. 457-473
|
| Subject: | Markov regime switching models | Zins | Interest rate | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Heteroskedastizität | Heteroscedasticity |
| 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://ebvufind01.dmz1.zbw.eu/10002374062