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...
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| Glavni autori: | , |
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| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
MDPI AG
2015-11-01
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| Serija: | Econometrics |
| Teme: | |
| Online pristup: | http://www.mdpi.com/2225-1146/3/4/733 |
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