Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? (Q291853)
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English | Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? |
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Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? (English)
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10 June 2016
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density forecast
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affine term structure models
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probability integral transform
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financial risk management
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value at risk
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fixed-income portfolio management
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