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Journal: Mathematics, 2021
Volume: 9
Number: 2423
Article:
Credit Risk Theoretical Model on the Base of DCC-GARCH in Time-Varying Parameters Framework
Authors:
by
Nikita Moiseev, Aleksander Sorokin, Natalya Zvezdina, Alexey Mikhaylov, Lyubov Khomyakova and Mir Sayed Shah Danish
Link:
https://www.mdpi.com/2227-7390/9/19/2423
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