# Credit Risk Theoretical Model on the Base of DCC-GARCH in Time-Varying Parameters Framework

> Research article (Mathematics, 2021) · cited 48× · AI/ML

**Wikidata**: [openalex:W3204316438](https://www.wikidata.org/wiki/openalex:W3204316438)  
**Source**: https://4ort.xyz/entity/credit-risk-theoretical-model-on-the-base-of-dcc-garch-in-time-varying-parameters-framework