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Determinants of Credit Default Swap Spreads: A Four-Market Panel Data Analysis Journal article
Journal of Finance and Economics, 2017,Volume: 5,Issue: 1,Page: 9-31
Authors:  Matthew C. Li;  Xiaoqing (Maggie) Fu
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/12/03
Credit Default Swaps  Structural Models  Firm Performance  Macroeconomic Conditions  Financial Crisis  Garch Volatility  
Bayesian modal updating using complete input and incomplete response noisy measurements Journal article
Journal of Engineering Mechanics, 2002,Volume: 128,Issue: 3,Page: 340-350
Authors:  Yuen K.-V.;  Katafygiotis L.S.
Favorite |  | TC[WOS]:42 TC[Scopus]:49 | Submit date:2019/02/12
Bayesian Analysis  Input-output Analysis  Response Time  Structural Models