Essays on financial risk management
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 |