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
|
|---|---|
| Authors: | Bakshi, Gurdip S. ; Gao, Xiaohui ; Xue, Jinming |
| 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