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pro vyhledávání: '"Tomasz Piotr Kostyra"'
Autor:
Tomasz Piotr Kostyra, Michał Rubaszek
Publikováno v:
Econometric Research in Finance, Vol 5, Iss 2 (2020)
ABSTRACT: This paper evaluates the accuracy of forecasts for Polish interest rates of various maturities. We apply the traditional autoregressive Diebold-Li framework as well as its extension, in which the dynamics of latent factors are explained wit
Externí odkaz:
https://doaj.org/article/dccd6096a1c84151905167226bbb6c52
