Finding 5182Emerging EvidenceValidation V0
Researchers develop the innovative AFNS-L-C model employing an extended Kalman filter on South African government bonds; simulations confirm its risk detection and pricing accuracy, although stringent parameter restrictions limit applicability.
78%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting78% linkage confidence
Researchers develop the innovative AFNS-L-C model employing an extended Kalman filter on South African government bonds; simulations confirm its risk detection and pricing accuracy, although stringent parameter restrictions limit applicability.
key_findings bullet 3 · key_findings
Inspect source: Joint estimation of liquidity and credit risk premia in bond prices with an application →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.