Credit Risk Theoretical Model on the Base of DCC-GARCH in Time-Varying Parameters Framework

MLA

Nikita Moiseev, et al. “Credit Risk Theoretical Model on the Base of DCC-GARCH in Time-Varying Parameters Framework.” Mathematics, vol. 9, no. 19, Sept. 2021, p. 2423. EBSCOhost, https://doi.org/10.3390/math9192423.

APA

Nikita Moiseev, Aleksander Sorokin, Natalya Zvezdina, Alexey Mikhaylov, Lyubov Khomyakova, & Mir Sayed Shah Danish. (2021). Credit Risk Theoretical Model on the Base of DCC-GARCH in Time-Varying Parameters Framework. Mathematics, 9(19), 2423. https://doi.org/10.3390/math9192423

Chicago

Nikita Moiseev, Aleksander Sorokin, Natalya Zvezdina, Alexey Mikhaylov, Lyubov Khomyakova, and Mir Sayed Shah Danish. 2021. “Credit Risk Theoretical Model on the Base of DCC-GARCH in Time-Varying Parameters Framework.” Mathematics 9 (19): 2423. doi:10.3390/math9192423.