Modelling credit default swap spreads by means of normal mixtures and copulas (Q4673732): Difference between revisions
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Revision as of 17:51, 5 March 2024
scientific article; zbMATH DE number 2166445
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling credit default swap spreads by means of normal mixtures and copulas |
scientific article; zbMATH DE number 2166445 |
Statements
Modelling credit default swap spreads by means of normal mixtures and copulas (English)
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9 May 2005
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finite mixture distributions
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copula
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credit default swap spread
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non-parametric bootstrap
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