Modeling the dynamics of credit spreads with stochastic volatility
Jacobs,K. Li,X.F.
Jacobs,K.
Li,X.F.
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2008
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Research Projects
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Jacobs, K & Li, X F 2008, 'Modeling the dynamics of credit spreads with stochastic volatility', Management Science, vol. 54, no. 6, pp. 1176-1188.