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Forecasting the 10-year US Treasury rate - MaRDI portal

Forecasting the 10-year US Treasury rate (Q3065552)

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Forecasting the 10-year US Treasury rate
scientific article

    Statements

    title
    Forecasting the 10-year US Treasury rate (English)
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    author
    Hamid Baghestani
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    publication date
    6 January 2011
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    zbMATH Keywords
    random walk
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    augmented-autoregressive
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    Fisher equation
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    directional accuracy
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    symmetric loss
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    Identifiers

    zbMATH DE Number
    5833052
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    OpenAlex ID
    W1968713567
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    DOI
    10.1002/FOR.1165
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