Forecasting Asian Credit Default Swap Spreads : a comparison of multi-regime models
Chatchai Khiewngamdee, Woraphon Yamaka and Songsak Sriboonchitta
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Chatchai Khiewngamdee ; Woraphon Yamaka ; Songsak Sriboonchitta |
| Published in: |
Robustness in econometrics. - Cham : Springer, ISBN 978-3-319-50741-5. - 2017, p. 471-489
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| Subject: | Credit default swaps | Threshold | Markov switching | Robustness | Kreditderivat | Credit derivative | Markov-Kette | Markov chain | Kreditrisiko | Credit risk | Swap | Prognoseverfahren | Forecasting model | Asien | Asia | Zinsstruktur | Yield curve | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-50742-2_28 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011801798