VQuadâ„¢ Probe with interfaces to connect and control radios, telephones or cellular phones VQuadâ„¢ Probe with interfaces to connect and control radios, telephones or cellular phones GAITHERSBURG, Md., ...
In this paper we propose a semi-parametric, parsimonious value-at-risk forecasting model based on quantile regression and readily available market prices of option contracts from the over-the-counter ...
This paper illustrates the validation of a mortgage prepayment forecasting model using a dynamic bivariate-choice regression method. The results demonstrate that the dynamic bivariate-choice ...