Bootstrapping the economy -- a non-parametric method of generating consistent future scenarios
Year of publication: |
2004-10-30
|
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Authors: | Müller, Ulrich A ; Bürgi, Roland ; Dacorogna, Michel M |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | economic scenario generator (ESG) | asset-liability management (ALM) | bootstrapping | resampling | simulation | Monte-Carlo simulation | non-parametric model | yield curve model |
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