Modelling credit spreads with time volatility, skewness, and kurtosis (Q1615804): Difference between revisions
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Revision as of 04:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling credit spreads with time volatility, skewness, and kurtosis |
scientific article |
Statements
Modelling credit spreads with time volatility, skewness, and kurtosis (English)
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31 October 2018
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credit spreads
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asymmetric GARCH
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skewness
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kurtosis
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Student-\(t\) distribution
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