Year | 2012 |
---|---|
Authors | Alex YiHou Huang ,Huang, Alex YiHou and Wen-Cheng Hu |
Paper Title | Switching dynamics in credit default swaps: Evidence from smooth transition autoregressive model |
Journal Title | Physica A: Statistical Mechanics and Its Applications |
Vol.No | 391 |
Issue.No | 4 |
Page(s) | 1497-15088 |
Level Type | SCI |