Spurious Fit in Thin Markets: A Preprocessing Cautionary Tale Using Puerto Rico GO Spreads

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Jorge Arroyo

DOI: 10.2139/ssrn.6278098

Cited by: 0

Fields of Study & Subjects

Credit Risk and Financial Regulations Financial Markets and Investment Strategies Forecasting Techniques and Applications