Tail return analysis of Bear Stearns' credit default swaps
| Year of publication: |
2010
|
|---|---|
| Authors: | Li, Liuling ; Mizrach, Bruce |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 27.2010, 6, p. 1529-1537
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