"Are CDS spreads predictable during the Covid-19 pandemic? Forecasting ..."

Darko B. Vukovic et al. (2022)

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DOI: 10.1016/J.ESWA.2022.116553

access: closed

type: Journal Article

metadata version: 2024-05-07

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Darko B. Vukovic, Kirill Romanyuk, Sergey Ivashchenko, Elena M. Grigorieva:
Are CDS spreads predictable during the Covid-19 pandemic? Forecasting based on SVM, GMDH, LSTM and Markov switching autoregression. Expert Syst. Appl. 194: 116553 (2022)

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