Forecasting U.K. and U.S. interest rates using continuous time term structure models

International Review of Financial Analysis

Volumn 7, Issue 3, 1998, Pages 191-206

  Byers, S L ^a   Nowman, K B ^a  

^a CITY UNIVERSITY   (United Kingdom)

Author keywords

Continuous time; Forecasting; Gaussian estimation

Indexed keywords

EID: 0032325557     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1057-5219(99)80013-1     Document Type: Article

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