"Modeling the Dynamics of Credit Spreads with Stochastic Volatility."

Kris Jacobs, Xiaofei Li (2008)

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DOI: 10.1287/MNSC.1070.0841

access: closed

type: Journal Article

metadata version: 2020-06-30

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Kris Jacobs, Xiaofei Li:
Modeling the Dynamics of Credit Spreads with Stochastic Volatility. Manag. Sci. 54(6): 1176-1188 (2008)

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