通过能源市场已实现跳跃和波动率解释信用违约互换利差
Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market
Energy Economics · 2016
被引 20
人大 A-ABS 3
- José Da Fonseca · 奥克兰理工大学
- Katja Ignatieva 通讯
- Jonathan Ziveyi
信用风险金融经济学能源市场波动率建模