The forecasting efficiency of the dynamic Nelson Siegel model on credit default swaps
Shaw, Frances, Murphy, Finbarr, O’Brien, FergalVolume:
30
Language:
english
Journal:
Research in International Business and Finance
DOI:
10.1016/j.ribaf.2012.08.007
Date:
January, 2014
File:
PDF, 2.24 MB
english, 2014