Moiseev, N.; Sorokin, A.; Zvezdina, N.; Mikhaylov, A.; Khomyakova, L.; Danish, M.S.S.
Credit Risk Theoretical Model on the Base of DCC-GARCH in Time-Varying Parameters Framework. Mathematics 2021, 9, 2423.
https://doi.org/10.3390/math9192423
AMA Style
Moiseev N, Sorokin A, Zvezdina N, Mikhaylov A, Khomyakova L, Danish MSS.
Credit Risk Theoretical Model on the Base of DCC-GARCH in Time-Varying Parameters Framework. Mathematics. 2021; 9(19):2423.
https://doi.org/10.3390/math9192423
Chicago/Turabian Style
Moiseev, Nikita, 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, no. 19: 2423.
https://doi.org/10.3390/math9192423
APA Style
Moiseev, N., Sorokin, A., Zvezdina, N., Mikhaylov, A., Khomyakova, L., & Danish, M. S. S.
(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