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SSRN Electronic Journal 2011

Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk

Creal, Drew, Schwaab, Bernd, Koopman, Siem Jan, Lucas, Andre
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Year:
2011
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1765764
File:
PDF, 488 KB
english, 2011
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