This paper illustrates the validation of a mortgage prepayment forecasting model using a dynamic bivariate-choice regression method. The results demonstrate that the dynamic bivariate-choice ...
In this paper we propose a semi-parametric, parsimonious value-at-risk forecasting model based on quantile regression and readily available market prices of option contracts from the over-the-counter ...
NOTE. These are the baseline variables determined at treatment completion and included in the analysis. Abbreviations: CIN, cervical intraepithelial neoplasia; COPD, chronic obstructive pulmonary ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results