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Browsing by Subject squared Gaussian shocks
Showing results 1 to 3 of 3
| Issue Date | Title | Author(s) |
|---|---|---|
| 2019 | Affine and quadratic models with many factors and few parameters | Realdon, Marco |
| 4-Feb-2021 | Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS) | Realdon, M |
| 2021 | FORECASTING SOVEREIGN CDS PRICES | Realdon, M; Upreti, V; Miftah, B |