Michael A. Marschoun

affiliation not provided to SSRN

No Address Available

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Improving Parametric Mortgage Prepayment Models with Non-Parametric Kernel Regression

Journal of Real Estate Research, Vol. 24, No. 3, 2002
Number of pages: 30 Posted: 16 May 2007
Michael LaCour-Little, Michael A. Marschoun and Clark L. Maxam
Federal National Mortgage Association (Fannie Mae), affiliation not provided to SSRN and Trailcrest Capital Advisors
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Citation 3

Abstract:

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prepayment, valuation, mortgages, non-parametric