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"Predicting the yield curve using forecast combinations."

João Frois Caldeira, Guilherme V. Moura, André Alves Portela Santos (2016)

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DOI: 10.1016/J.CSDA.2014.05.008

access: closed

type: Journal Article

metadata version: 2022-02-03

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João Frois Caldeira, Guilherme V. Moura, André Alves Portela Santos:
Predicting the yield curve using forecast combinations. Comput. Stat. Data Anal. 100: 79-98 (2016)

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