"Modelling credit spreads with time volatility, skewness, and kurtosis."

Ephraim Clark, Selima Baccar (2018)

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DOI: 10.1007/S10479-015-1975-5

access: open

type: Journal Article

metadata version: 2020-08-13

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  - https://dblp.org/rec/journals/anor/ClarkB18
Ephraim Clark, Selima Baccar:
Modelling credit spreads with time volatility, skewness, and kurtosis. Ann. Oper. Res. 262(2): 431-461 (2018)

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