Forecasting bond returns using asymmetric regression and investment management
The first section of this research formulates the forecasting task important for managing investment portfolio as well as discusses certain statistical data. The second section is devoted to potential regressors frequently used to forecast risk premiums of bonds, this section extensively use the ide...
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| Format: | Article |
| Language: | English |
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Vilnius University Press
1998-12-01
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| Series: | Nonlinear Analysis |
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| Online Access: | http://www.journals.vu.lt/nonlinear-analysis/article/view/15259 |