Forecasting Interest Rates Using Geostatistical Techniques
Geostatistical spatial models are widely used in many applied fields to forecast data observed on continuous three-dimensional surfaces. We propose to extend their use to finance and, in particular, to forecasting yield curves. We present the results of an empirical application where we apply the pr...
שמור ב:
| Principais autores: | , |
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| פורמט: | Artigo |
| שפה: | Inglês |
| יצא לאור: |
MDPI AG
2015-11-01
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| סדרה: | Econometrics |
| נושאים: | |
| גישה מקוונת: | http://www.mdpi.com/2225-1146/3/4/733 |
| תגים: |
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