A Non-Gaussian Panel Time Series Model for Estimating and...

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A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk

Koopman, Siem Jan, Lucas, Andre, Daniels, Robert
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Year:
2003
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.744548
File:
PDF, 635 KB
2003
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