Modelling credit spreads with time volatility, skewness, and kurtosis
Crossref DOI link: https://doi.org/10.1007/s10479-015-1975-5
Published Online: 2015-09-04
Published Print: 2018-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Clark, Ephraim
Baccar, Selima
License valid from 2015-09-04