Modelling Portfolio Defaults Using Hidden Markov Models with Covariates
Year of publication: |
2008
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Authors: | Banachewicz, Konrad ; Lucas, André ; vandervaart, Aad |
Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 11.2008, 1, p. 155-171
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Saved in:
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