Modelling credit spreads with time volatility, skewness, and kurtosis

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1572-9338
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Modelling credit spreads with time volatility, skewness, and kurtosis ; volume:262 ; number:2 ; day:4 ; month:9 ; year:2015 ; pages:431-461 ; date:3.2018
Annals of operations research ; 262, Heft 2 (4.9.2015), 431-461, 3.2018

Classification
Management

Creator
Clark, Ephraim
Contributor
Baccar, Selima
SpringerLink (Online service)

DOI
10.1007/s10479-015-1975-5
URN
urn:nbn:de:1111-201804017721
Rights
Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 10:45 AM CEST

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Associated

  • Clark, Ephraim
  • Baccar, Selima
  • SpringerLink (Online service)

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