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~isPartOf:"American economic review"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of forecasting"
~isPartOf:"The econometrics journal"
~isPartOf:"The journal of risk model validation"
~person:"Yang, Bill Huajian"
~subject:"Correlation"
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Stress testing and modelling of rating migration under the Vasicek model framework : empirical approaches and technical implementation
Yang, Bill Huajian
;
Du, Zunwei
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 33-47
Persistent link: https://www.econbiz.de/10011326309
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