Shoshi, Humayra; Hanson, Erik; Nganje, William; … - In: Journal of Risk and Financial Management 14 (2021) 9, pp. 1-17
In this paper, we propose a general mathematical model for analyzing yield data. The data analyzed in this paper come … statistical moments (and in effect, the characteristic function) of the target variable (i.e., yield). We also analyze the data … attempting to make current and future decisions using the yield data. Lenders and risk management consultants may benefit from …