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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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