Credit Spreads, Leverage and Volatility: A Cointegration Approach. | D2R Server publishing the DBLP Bibliography Database, hosted at L3S Research Center

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dcterms:bibliographicCitation	<http://dblp.uni-trier.de/rec/bibtex/journals/computation/Maglione22>
dc:creator	<https://dblp.l3s.de/d2r/resource/authors/Federico_Maglione>
foaf:homepage	<http://dx.doi.org/doi.org%2F10.3390%2Fcomputation10090155>
foaf:homepage	<https://doi.org/10.3390/computation10090155>
dc:identifier	DBLP journals/computation/Maglione22 (xsd:string)
dc:identifier	DOI doi.org%2F10.3390%2Fcomputation10090155 (xsd:string)
dcterms:issued	2022 (xsd:gYear)
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rdfs:label	Credit Spreads, Leverage and Volatility: A Cointegration Approach. (xsd:string)
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swrc:pages	155 (xsd:string)
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rdfs:seeAlso	<https://doi.org/10.3390/computation10090155>
dc:title	Credit Spreads, Leverage and Volatility: A Cointegration Approach. (xsd:string)
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