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 Can Opener different time series such as Polish interest rates (subject to market sentiments) and seasonal tourism (s