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- March 4th, 2014, 4:57 am
- Forum: Book And Research Paper Forum
- Topic: Corporate Yield Spreads Default Risk or Liquidity New Evidence from the Credit Default Swap Market
- Replies: 5
- Views: 12450
Corporate Yield Spreads Default Risk or Liquidity New Evidence from the Credit Default Swap Market
<t>Hi tigerbill! I'm also studying this paper! How's your progress? I encountered some problems and hope you can give me some advice. Thank you in advance!My code is written in Matlab. I used the function lsqnonlin to find the best fit of lambda and gamma which result in the smallest SSE. But the an...
- March 4th, 2014, 4:57 am
- Forum: Book And Research Paper Forum
- Topic: Corporate Yield Spreads Default Risk or Liquidity New Evidence from the Credit Default Swap Market
- Replies: 5
- Views: 12450
Corporate Yield Spreads Default Risk or Liquidity New Evidence from the Credit Default Swap Market
<t>Hi tigerbill! I'm also studying this paper! How's your progress? I encountered some problems and hope you can give me some advice. Thank you in advance!My code is written in Matlab. I used the function lsqnonlin to find the best fit of lambda and gamma which result in the smallest SSE. But the an...