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Are CDS spreads predictable during the Covid-19 pandemic? Forecasting based on SVM, GMDH, LSTM and Markov switching autoregression.
Are CDS spreads predictable during the Covid-19 pandemic? Forecasting based on SVM, GMDH, LSTM and Markov switching autoregression.
2022
Darko B. Vuković
Kirill Romanyuk
Sergey Ivashchenko
Elena M. Grigorieva
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