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- W1535180039 abstract "The paper proposes a data driven adaptive model selection strategy. The selection crite- rion measures economic ex–ante forecasting content by means of trading implied cash flows. Empirical evidence suggests that the proposed strategy is neither exposed to selection bias nor to the risk of choosing excessively poor models from a parameterized class of candidate specifications." @default.
- W1535180039 created "2016-06-24" @default.
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- W1535180039 date "2008-10-21" @default.
- W1535180039 modified "2023-09-27" @default.
- W1535180039 title "A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure" @default.
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- W1535180039 doi "https://doi.org/10.18452/4156" @default.
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