Improving parametric mortgage prepayment models with non-parametric kernel regression
Michael LaCour-Little, Michael Marschoun and Clark L. Maxam
| Year of publication: |
2002
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|---|---|
| Authors: | LaCour-Little, Michael ; Marschoun, Michael ; Maxam, Clark L. |
| Published in: |
The journal of real estate research. - [Erscheinungsort nicht ermittelbar] : [Verlag nicht ermittelbar], ISSN 0896-5803, ZDB-ID 1302785-2. - Vol. 24.2002, 3, p. 299-327
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| Subject: | Hypothek | Mortgage | Asset-Backed Securities | Asset-backed securities | Bewertung | Evaluation | Regressionsanalyse | Regression analysis | Schätzung | Estimation | USA | United States |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of real estate research |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001714730