Skip navigation
Skip navigation

Forecast Interest Rates using the Taylor Rule and ARIMA model

dc.contributor.authorWen, Shiow-Ying
dc.contributor.authorTsai, Cheng-Liang
dc.contributor.authorPenm, Jack HW
dc.date.accessioned2015-12-13T23:04:09Z
dc.date.available2015-12-13T23:04:09Z
dc.identifier.isbn0975096125
dc.identifier.urihttp://hdl.handle.net/1885/85239
dc.publisherEvergreen Publishing
dc.relation.ispartofCollaborative Research in Quantitative Finance, Risk Management and Econometrics: Stabilising World Oil Prices
dc.relation.isversionof1st Edition
dc.titleForecast Interest Rates using the Taylor Rule and ARIMA model
dc.typeBook chapter
local.description.notesImported from ARIES
local.description.refereedYes
dc.date.issued2005
local.identifier.absfor010401 - Applied Statistics
local.identifier.ariespublicationMigratedxPub13534
local.type.statusPublished Version
local.contributor.affiliationWen, Shiow-Ying, Chang Gung University
local.contributor.affiliationTsai, Cheng-Liang, Chang Gung University
local.contributor.affiliationPenm, Jack HW, College of Business and Economics, ANU
local.bibliographicCitation.startpage107
local.bibliographicCitation.lastpage20
dc.date.updated2015-12-12T07:53:44Z
local.bibliographicCitation.placeofpublicationAustralia
CollectionsANU Research Publications

Download

There are no files associated with this item.


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  22 January 2019/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator