Modelling portfolio defaults using hidden Markov models...

Modelling portfolio defaults using hidden Markov models with covariates

Konrad Banachewicz, André Lucas and Aad van der Vaart
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
11
Year:
2008
Language:
english
Journal:
The Econometrics Journal
DOI:
10.2307/23116066
File:
PDF, 1.82 MB
english, 2008
Conversion to is in progress
Conversion to is failed