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Applied nonparametric regression techniques : estimating prepayments on fixed-rate mortgage-backed securities
Maxam, Clark L., (2001)
Improving parametric mortgage prepayment models with non-parametric kernel regression
LaCour-Little, Michael, (2002)
Applied Non-Parametric Regression Techniques : Estimating Prepayments on Fixed Rate Mortgage-Backed Securities
Maxam, Clark L., (2002)