Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set
| Year of publication: |
2012
|
|---|---|
| Authors: | Favero, Carlo A. ; Niu, Linlin ; Sala, Luca |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 31.2012, 2, p. 124-156
|
| Publisher: |
John Wiley & Sons, Ltd. |