New developments in financial modelling
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Published By Cambridge Scholars Publishing

9781443811552
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scholarly journals What “Hides” Behind Sovereign Debt Ratings?

2015 ◽  
pp. 314-343 ◽  
Author(s):  
António Afonso ◽  
Pedro Gomes ◽  
Phlipp Rother
Keyword(s):  
Sovereign Debt

scholarly journals A Modified Tempered Stable Distribution with Volatility Clustering

2015 ◽  
pp. 344-365 ◽  
Author(s):  
Young Shin Kim ◽  
Svetlozar T. Rachev ◽  
Dong Myung Chung ◽  
Michele Leonardo Bianchi
Keyword(s):  
Stable Distribution ◽  
Volatility Clustering ◽  
Tempered Stable Distribution
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