Pages that link to "Item:Q4673732"
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The following pages link to Modelling credit default swap spreads by means of normal mixtures and copulas (Q4673732):
Displaying 4 items.
- Default probability estimation via pair copula constructions (Q320930) (← links)
- Modelling Australian interest rate swap spreads by mixture autoregressive conditional heteroscedastic processes (Q834291) (← links)
- Estimation and evaluation of the term structure of credit default swaps: An empirical study (Q2518537) (← links)
- Investigation of the dependence structure in seismic hazard analysis: an application for Turkey (Q5085719) (← links)