Essays on financial risk management

Abstracts Business Management & Administration

by Di Bu

Institution:	University of Queensland
Department:	School of Business
Year:	2015
Keywords:	Credit risk; CDS spread; Merton model; Stochastic volatility; Jumps; Model uncertainty; Combined forecasts
Record ID:	1047039
Full text PDF:	http://espace.library.uq.edu.au/view/UQ:349725