Market implied volatilities for defaultable bonds.
Vincenzo RussoRosella GiacomettiFrank J. FabozziPublished in: Ann. Oper. Res. (2019)
Keyphrases
- chinese stock market
- stock price
- stock exchange
- stock market
- financial data
- stock returns
- market share
- financial markets
- neural network
- trading strategies
- real time
- historical data
- news articles
- decision makers
- real world
- non stationary
- double auction
- foreign exchange
- market conditions
- artificial intelligence
- data mining