He, P., Peters, G. W., Kordzakhia, N., & Shevchenko, P. V. (2024). State-Space Dynamic Functional Regression for Multicurve Fixed Income Spread Analysis and Stress Testing.
Chicago Style (17th ed.) CitationHe, Peilun, Gareth W. Peters, Nino Kordzakhia, and Pavel V. Shevchenko. State-Space Dynamic Functional Regression for Multicurve Fixed Income Spread Analysis and Stress Testing. 2024.
MLA (9th ed.) CitationHe, Peilun, et al. State-Space Dynamic Functional Regression for Multicurve Fixed Income Spread Analysis and Stress Testing. 2024.
Warning: These citations may not always be 100% accurate.