Frailty correlated default
Year of publication: |
2009
|
---|---|
Authors: | Duffie, Darrell ; Eckner, Andreas ; Horel, Guillaume ; Saita, Leandro |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 64.2009, 5, p. 2089-2123
|
Subject: | Kreditrisiko | Credit risk | Dynamische Wirtschaftstheorie | Economic dynamics | Schätzung | Estimation | USA | United States | 1979-2004 |
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