Term structure models during the global financial crisis: a parsimonious text mining approach (Q2326980): Difference between revisions

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Property / author: Kiyohiko Giichi Nishimura / rank
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Property / author: Kiyohiko Giichi Nishimura / rank
 
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Property / cites work: A Theory of the Term Structure of Interest Rates / rank
 
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Latest revision as of 03:48, 18 August 2024

scientific article
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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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