Comparison of credit spread forecasting based on ARMA and VAR models

ZHOU RongXi;WANG XianLiang;DU SiNan;WANG YongChao

Journal of Beijing University of Chemical Technology ›› 2014, Vol. 41 ›› Issue (1) : 111-116.

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Journal of Beijing University of Chemical Technology ›› 2014, Vol. 41 ›› Issue (1) : 111-116.

管理与数理科学

Comparison of credit spread forecasting based on ARMA and VAR models

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2014, 41(1): 111-116

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Received	Revised	Published
2013-05-22	1900-01-01	2014-01-20
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2014-01-20

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