Bayesian forecasting of prepayment rates for individual pools of mortgages (Q2634523)
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scientific article
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English | Bayesian forecasting of prepayment rates for individual pools of mortgages |
scientific article |
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Bayesian forecasting of prepayment rates for individual pools of mortgages (English)
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16 February 2016
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mortgages
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prepayment rates
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MBS pricing
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Bayesian forecasting
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