"Forecasting CDS Term Structure Based on Nelson-Siegel Model and Machine ..."

Won Joong Kim, Gunho Jung, Sun-Yong Choi (2020)

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DOI: 10.1155/2020/2518283

access: open

type: Journal Article

metadata version: 2023-09-30

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Won Joong Kim, Gunho Jung, Sun-Yong Choi:
Forecasting CDS Term Structure Based on Nelson-Siegel Model and Machine Learning. Complex. 2020: 2518283:1-2518283:23 (2020)

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