مرکز منطقه ای اطلاع رساني علوم و فناوري - Capital standard, forbearance and deposit insurance pricing under GARCH

Title of article :

Capital standard, forbearance and deposit insurance pricing under GARCH

Author/Authors :

Jin-Chuan Duan، نويسنده , , Min-Teh Yu، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1999

Pages :

From page :

1691

To page :

1706

Keywords :

Deposit insurance , Capital standard , GARCH , option pricing

Journal title :

Journal of Banking and Finance

Serial Year :

1999

Journal title :

Journal of Banking and Finance

Record number :

193147

Link To Document :