Predicting credit default swap prices with financial and pure data-driven approaches

Y Gündüz, M Uhrig-Homburg - Quantitative Finance, 2011 - Taylor & Francis
The increasing popularity of credit default swaps (CDSs) necessitates understanding their
various features. In this study, we analyse the capability of CDSs in predicting CDS prices of …
被引用次数：34 相关文章

Predicting credit default swap prices with financial and pure data-driven approaches

Y Gündüz, M Uhrig-Homburg - Quantitative Finance, 2011 - ideas.repec.org
The increasing popularity of credit default swaps (CDSs) necessitates understanding their
various features. In this study, we analyse the capability of CDSs in predicting CDS prices of …

Predicting credit default swap prices with financial and pure data-driven approaches

Y Gündüz, M Uhrig-Homburg - Quantitative Finance, 2011 - ingentaconnect.com
The increasing popularity of credit default swaps (CDSs) necessitates understanding their
various features. In this study, we analyse the capability of CDSs in predicting CDS prices of …

Predicting credit default swap prices with financial and pure data-driven approaches

Y Gündüz, M Uhrig-Homburg - Quantitative Finance, 2011 - econpapers.repec.org
The increasing popularity of credit default swaps (CDSs) necessitates understanding their
various features. In this study, we analyse the capability of CDSs in predicting CDS prices of …