We apply a number of forecasting models to Australian Government Bond yields. All methods rely solely on the history of yields. Consistent with findings from US Treasury data, we show that the simplest forecasting models across all maturities and forecasting horizons are also generally the best:...

In this paper, we discuss a framework for approaching the problem of how best to estimate stock price given a set of accounting information. We apply the theory of inverse probability to formulate price predictions based on an estimate of the mean of the posterior distribution for price, given...