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Bond Risk Premia and Gaussian Term Structure Models.

Bruno FeunouJean-Sébastien Fontaine
Published in: Manag. Sci. (2018)
Keyphrases
  • statistical models
  • complex systems
  • hidden variables
  • probabilistic model
  • model selection
  • high risk
  • neural network
  • parametric models
  • gaussian model
  • structural models