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subject:"Currency derivative"
~isPartOf:"Review of quantitative finance and accounting"
~person:"Cevik, Emrah Ismail"
~subject:"Estimation"
~subject:"Welt"
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Estimating volatility clustering and variance risk premium effects on bank default indicators
Kenç, Turalay
;
Cevik, Emrah Ismail
- In:
Review of quantitative finance and accounting
57
(
2021
)
4
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10012660703
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