Term structure models during the global financial crisis: a parsimonious text mining approach (Q2326980): Difference between revisions
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scientific article
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English | Term structure models during the global financial crisis: a parsimonious text mining approach |
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Term structure models during the global financial crisis: a parsimonious text mining approach (English)
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11 October 2019
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term structure model
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market sentiment
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text mining
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Monte Carlo filter
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factor model
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quadratic Gaussian model
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