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

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	He, Peilun, Peters, Gareth W., Kordzakhia, Nino, Shevchenko, Pavel V.
Format:	Preprint
Publié:	2024
Sujets:	Statistical Finance
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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