04.03. Department of Management

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Subject:  GARCH option pricing
Subject:  Default risk
Fulltext:  No Fulltext
Date Issued:  2021
Subject:  Structural credit risk

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Issue DateTitleAuthor(s)
12021Estimating volatility clustering and variance risk premium effects on bank default indicatorsKenç, Turalay ; Çevik, Emrah İsmail