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State-Space Dynamic Functional Regression for Multicurve Fixed Income Spread Analysis and Stress Testing

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	He, Peilun, Peters, Gareth W., Kordzakhia, Nino, Shevchenko, Pavel V.
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Statistical Finance
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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