Recovery with applications to forecasting equity disaster probability and testing the spanning hypothesis in the treasury market
Gurdip Bakshi, Xiaohui Gao, Jinming Xue
| Year of publication: |
2023
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|---|---|
| Authors: | Bakshi, Gurdip S. ; Gao, Xiaohui ; Xue, Jinming |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - Seattle, Wash. : [Verlag nicht ermittelbar], ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 58.2023, 4, p. 1808-1842
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| Subject: | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Staatspapier | Government securities |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109022000758 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014309628