Modeling corporate CDS spreads using Markov switching regressions (Q6645238)
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scientific article; zbMATH DE number 7950947
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modeling corporate CDS spreads using Markov switching regressions |
scientific article; zbMATH DE number 7950947 |
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Modeling corporate CDS spreads using Markov switching regressions (English)
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28 November 2024
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corporate CDS index
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Markov switching
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Bayesian econometrics
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