THE IMPACT OF STOCK RETURNS VOLATILITY ON CREDIT DEFAULT SWAP RATES: A COPULA STUDY (Q5493854)
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scientific article; zbMATH DE number 5064496
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE IMPACT OF STOCK RETURNS VOLATILITY ON CREDIT DEFAULT SWAP RATES: A COPULA STUDY |
scientific article; zbMATH DE number 5064496 |
Statements
THE IMPACT OF STOCK RETURNS VOLATILITY ON CREDIT DEFAULT SWAP RATES: A COPULA STUDY (English)
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16 October 2006
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bivariate distribution
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non-parametric estimation
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semi-parametric estimation
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