Pages that link to "Item:Q2518537"
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The following pages link to Estimation and evaluation of the term structure of credit default swaps: An empirical study (Q2518537):
Displaying 10 items.
- A semiparametric factor model for CDO surfaces dynamics (Q268745) (← links)
- Enhancing credit default swap valuation with meshfree methods (Q635199) (← links)
- Credit spread approximation and improvement using random forest regression (Q1735198) (← links)
- Recovering default risk from CDS spreads with a nonlinear filter (Q1994302) (← links)
- Cointegration analysis of hazard rates and CDSs: applications to pairs trading strategy (Q2685101) (← links)
- Predicting credit default swap prices with financial and pure data-driven approaches (Q2866383) (← links)
- Exploring Mispricing in the Term Structure of CDS Spreads* (Q3120250) (← links)
- A credit default swap application by using quantile regression technique (Q5078469) (← links)
- Dynamic credit default swap curves in a network topology (Q5235459) (← links)
- An Empirical Investigation of CDS Spreads Using a Regime-Switching Default Risk Model (Q5379186) (← links)
