Showing 1 - 10 of 268
Persistent link: https://www.econbiz.de/10000939506
Persistent link: https://www.econbiz.de/10001764084
Persistent link: https://www.econbiz.de/10001637842
Persistent link: https://www.econbiz.de/10010434072
Persistent link: https://www.econbiz.de/10012389081
Persistent link: https://www.econbiz.de/10015056293
Persistent link: https://www.econbiz.de/10011286165
Persistent link: https://www.econbiz.de/10003828299
We suggest using "realized volatility" as a volatility proxy to aid in model-based multivariate bond yield density … translate into superior predictive performance. We explore this conjecture in the context of density prediction of U.S. bond …
Persistent link: https://www.econbiz.de/10011499535
Persistent link: https://www.econbiz.de/10011409516