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Modelling Portfolio Defaults Using Hidden Markov Models with Covariates
Konrad Banachewicz, André Lucas, Aad Van Der VaartVolume:
11
Year:
2008
Language:
english
Pages:
17
DOI:
10.1111/j.1368-423x.2008.00232.x
File:
PDF, 155 KB
english, 2008