Fantazzini, Dean - In: Journal of Risk and Financial Management 15 (2022) 7, pp. 1-34
risk by computing their probability of death. We employed different definitions of dead coins, ranging from academic … time-series-based models; and different forecasting horizons. We found that the choice of the coin-death definition … affected the set of the best forecasting models to compute the probability of death. However, this choice was not critical, and …