Time series forecasting with the CIR# model: from hectic markets sentiments to regular seasonal tourism
This research aims to propose the so-called CIR#, which takes its cue from the well- known Cox-Ingersoll-Ross (CIR) model originally devised for pricing, as a general econometric model. To this end, we present the results on two very different time series such as Polish interest rates (subject to m...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2023-07-01
|
| Series: | Technological and Economic Development of Economy |
| Subjects: | |
| Online Access: | https://jcem.vgtu.lt/index.php/TEDE/article/view/19294 |