Improving Parametric Mortgage Prepayment Models with Non-parametric Kernel Regression
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- Agatha M. Poroshina, 2014. "Credit Risk Modeling Of Residential Mortgage Lending In Russia," HSE Working papers WP BRP 30/FE/2014, National Research University Higher School of Economics.
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- L85 - Industrial Organization - - Industry Studies: Services - - - Real Estate Services
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