Sequential learning and economic benefits from dynamic term structure models
Tomasz Dubiel-Teleszynski, Konstantinos Kalogeropoulos, Nikolaos Karouzakis
| Year of publication: |
2024
|
|---|---|
| Authors: | Dubiel-Teleszynski, Tomasz ; Kalogeropoulos, Konstantinos ; Karouzakis, Nikolaos |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 70.2024, 4, p. 2236-2254
|
| Subject: | Bayesian sequential learning | bond return predictability | dynamic term structure models | economic value | parameter & model uncertainty | Zinsstruktur | Yield curve | Theorie | Theory | Lernprozess | Learning process | Prognoseverfahren | Forecasting model | Anleihe | Bond | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2023.4801 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014519933