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04.03. Department of Management
Bibliometrics
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OrgUnit's Researchers publications
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Author
2
Kenç, Turalay
2
Çevik, Emrah İsmail
1
Dibooğlu, Sel
Subject
1
Bank defaults
1
Banking
1
Contingent claims
1
Structural credit risk
1
Structural credit risk models
1
Variance risk premiums
Type
2
Article
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Subject:
GARCH option pricing
Subject:
Default risk
Date Issued:
2021
Results 1-2 of 2 (Search time: 0.001 seconds).
Issue Date
Title
Author(s)
1
2021
Bank default indicators with volatility clustering
2
2021
Estimating volatility clustering and variance risk premium effects on bank default indicators