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Publication Type:
journal articles

Publication Year:
2008

Publication Bibliography:

“Modeling the Dynamics of Credit Spreads with Stochastic Volatility,” Kris Jacobs and Xiaofei Li, Management Science 54(6), June 2008, pp. 1176–1188.

Publication Reference Link:

Break down of publication data into fields

Publication Title:
Modeling the Dynamics of Credit Spreads with Stochastic Volatility

Author Name:
Xi, Xiaofel

Co-Author Name(s):

Kris Jacobs
c
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Conference Title:

Report Title:

Title of Paper:
Modeling the Dynamics of Credit Spreads with Stochastic Volatility

Chapter Title:

Title of Journal:
Management Science

Title of Book:

Conference Name:

City and Province/State/Country:

Editor's Name (if different from Author's Name):

Volume and Issue:
54(6), June 2008

ISBN/Catalogue No:

Publisher:

City:

Page Number(s):
1176-1188

Publication Type:

Publication Category: