Modelling credit spreads with time volatility, skewness, and kurtosis (Q1615804)

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Modelling credit spreads with time volatility, skewness, and kurtosis
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    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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