A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks
- 1 July 1995
- journal article
- Published by JSTOR in Journal of Business & Economic Statistics
- Vol. 13 (3) , 265
- https://doi.org/10.2307/1392186
Abstract
We take a model-selection approach to the question of whether forward-interest rates are useful in predicting future spot rates, using a variety of out-of-sampl...Keywords
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