Pages that link to "Item:Q336123"
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The following pages link to Empirical analysis of structural change in credit default swap volatility (Q336123):
Displaying 4 items.
- Liquidity crisis detection: an application of log-periodic power law structures to default prediction (Q1673114) (← links)
- Disturbances and complexity in volatility time series (Q1694527) (← links)
- The sensitivity of credit default swap premium to global risk factor: evidence from emerging markets (Q1782393) (← links)
- Predicting credit default swap prices with financial and pure data-driven approaches (Q2866383) (← links)