英文标题：
《Modeling Credit Spreads Using Nonlinear Regression》
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作者：
Radoslava Mirkov and Thomas Maul and Ronald Hochreiter and Holger
  Thomae
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最新提交年份：
2014
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英文摘要：
  The term structure of credit spreads is studied with an aim to predict its future movements. A completely new approach to tackle this problem is presented, which utilizes nonlinear parametric models. The Brain-Cousens regression model with five parameters is chosen to describe the term structure of credit spreads. Further, we investigate the dependence of the parameter changes over time and the determinants of credit spreads.
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中文摘要：
研究信用利差的期限结构，旨在预测其未来走势。提出了一种利用非线性参数模型解决这一问题的全新方法。选择五参数Brain-Cousens回归模型来描述信用利差的期限结构。我们进一步研究了信用利差随时间的变化和决定因素。
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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