Modelling credit default swap spreads by means of normal mixtures and copulas

From MaRDI portal

Revision as of 18:03, 7 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4673732

Jump to:navigation, search

DOI10.1080/1350486042000218420zbMath1106.91367OpenAlexW2101023031MaRDI QIDQ4673732

Publication date: 9 May 2005

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1350486042000218420

zbMATH Keywords

copula finite mixture distributions non-parametric bootstrap credit default swap spread

Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).

Related Items (1)

Investigation of the dependence structure in seismic hazard analysis: an application for Turkey

This page was built for publication: Modelling credit default swap spreads by means of normal mixtures and copulas

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4673732&oldid=18890613"

Pages with script errors