Common factors in credit defaults swap markets
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Publication:740092
DOI10.1007/S00180-015-0578-6zbMath1342.65026OpenAlexW3121721013MaRDI QIDQ740092
Cathy Yi-Hsuan Chen, Wolfgang Karl Härdle
Publication date: 12 August 2016
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-015-0578-6
Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)
Related Items (3)
Oil price shocks and the credit default swap market ⋮ Editorial to the special issue on applicable semiparametrics of computational statistics ⋮ Dynamic credit default swap curves in a network topology
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- On the electromagnetic origin of inertia and inertial mass
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- Determining the Number of Factors in Approximate Factor Models
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