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Adaptive Ex
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Economics and Social Sciences
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Faculty of Business
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Wirtschafts- und Sozialwissenschaftliche Fakultät
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ante forecasting, Principal components, EURIBOR swap rates, term structure, Directional forecasts, directional forecast value, forecast evaluation, economic forecast value, mean squared forecast error
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Oliver Jim Blaskowitz
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A forecast evaluation of PCA-based adaptive forecasting schemes for the EURIBOR swap term structure
Oliver Jim Blaskowitz
-
2009
to assess the
economic
forecast
value when loss functions (or success measures) are properly formulated to account for …
Persistent link: https://www.econbiz.de/10009429039
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