Credit spread modeling : macro-financial versus HOC approach

Dudaković Sanja

Year of publication:	2014
Authors:	Dudaković, Sanja
Published in:	Economic analysis : EA. - Belgrade, ISSN 1821-2573, ZDB-ID 2750161-9. - Vol. 47.2014, 3/4, p. 53-68
Subject:	Credit Spread Modeling \| ARMA Parameter estimation \| Higher Order Cumulants \| Non Gaussian ARMA models \| Dynamic regression \| Zinsstruktur \| Yield curve \| Kreditrisiko \| Credit risk \| ARMA-Modell \| ARMA model \| Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory \| Risikoprämie \| Risk premium \| Schätzung \| Estimation \| Regressionsanalyse \| Regression analysis \| Unternehmensanleihe \| Corporate bond

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