Changes in volatility of credit spread and market efficiency during rapid growth of credit-related securities
Year of publication: |
2010
|
---|---|
Authors: | Hessel, Christopher ; Wang, Jun |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 10.2010, 5, p. 545-554
|
Publisher: |
Taylor & Francis Journals |
Subject: | Portfolio analysis | Portfolio theory | Optimization | Advanced econometrics |
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