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Examining the Forecasting Performance of a Modified Affine Model with Macroeconomic and Latent Factors

Lookup NU author(s): Dr Tasos Evgenidis

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Publication metadata

Author(s): Evgenidis A, Siriopoulos C

Publication type: Article

Publication status: Published

Journal: The Journal of Prediction Markets

Year: 2015

Volume: 9

Issue: 1

Pages: 33-52

Print publication date: 01/08/2015

Online publication date: 04/02/2016

Acceptance date: 02/06/2015

ISSN (print): 1750-6751

ISSN (electronic): 1750-676X

Publisher: University of Buckingham Press

URL: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2726961

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