Forecasting Interest Rates Using Geostatistical Techniques
نویسندگان
چکیده
منابع مشابه
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 proposed method to forecast Euro Zero Rates (2003–2014) using the Ordinary Kriging method based on ...
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ژورنال
عنوان ژورنال: Econometrics
سال: 2015
ISSN: 2225-1146
DOI: 10.3390/econometrics3040733