The role of no-arbitrage on forecasting : lessons from a parametric term structure model

Caio Almeida; José Vicente

Year of publication:	Oct. 2007
Other Persons:	Almeida, Caio (contributor) ; Vicente, José (contributor)
Publisher:	Rio de Janeiro : EPGE
Subject:	Dynamische Wirtschaftstheorie \| Economic dynamics \| Risikoprämie \| Risk premium \| Arbitrage Pricing \| Arbitrage pricing \| Prognoseverfahren \| Forecasting model

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