Forecasting CDS Term Structure Based on Nelson–Siegel...

Complexity 2020 / 07 Vol. 2020

Forecasting CDS Term Structure Based on Nelson–Siegel Model and Machine Learning

Kim, Won Joong, Jung, Gunho, Choi, Sun-Yong
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Volume:
2020
Journal:
Complexity
DOI:
10.1155/2020/2518283
Date:
July, 2020
File:
PDF, 2.14 MB
2020
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