Predicting short-term interest rates using Bayesian model averaging: Evidence from weekly and high frequency data

✍ Scribed by Chua, Chew Lian; Suardi, Sandy; Tsiaplias, Sarantis

• Book ID: 121451065
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 412 KB
• Volume: 29
• Category: Article
• ISSN: 0169-2070
• DOI: 10.1016/j.ijforecast.2012.10.003