Common factors in credit defaults swap markets

Härdle, Wolfgang Karl, Chen, Cathy Yi-Hsuan . Computational Statistics 2015. 30 (3) :845-863

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Bibtex

@article{CIS-408311,
  Author = {Härdle, Wolfgang Karl and Chen, Cathy Yi-Hsuan},
  Title = {Common factors in credit defaults swap markets},
  Journal = {Computational Statistics},
  Volume = {30},
  Number = {3},
  Year = {2015},
  Pages = {845--863},
  Keywords = {}
}

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