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~person:"Banachewicz, Konrad"
~person:"Forbes, Catherine Scipione"
~subject:"Portfolio selection"
~type:"article"
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Modelling portfolio defaults using hidden Markov models with covariates
Banachewicz, Konrad
;
Lucas, André
;
Vaart, Aad W. van der
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 155-171
Persistent link: https://www.econbiz.de/10003648671
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