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Stochastic process
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D'Amico, Guglielmo
4
Janssen, Jacques
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Manca, Raimondo
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Di Biase, Giuseppe
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Petroni, Filippo
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Decisions in economics and finance : DEF ; a journal of applied mathematics
1
European journal of operational research : EJOR
1
Journal of the Operational Research Society : OR
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ECONIS (ZBW)
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Copula based multivariate semi-Markov models with applications in high-frequency finance
D'Amico, Guglielmo
;
Petroni, Filippo
- In:
European journal of operational research : EJOR
267
(
2018
)
2
,
pp. 765-777
Persistent link: https://www.econbiz.de/10011812746
Saved in:
2
Semi-markov migration models for credit risk
D'Amico, Guglielmo
;
Di Biase, Giuseppe
;
Janssen, Jacques
; …
-
2017
Persistent link: https://www.econbiz.de/10011660584
Saved in:
3
Downward migration credit risk problem : a non-homogeneous backward semi-Markov reliability approach
D'Amico, Guglielmo
;
Janssen, Jacques
;
Manca, Raimondo
- In:
Journal of the Operational Research Society : OR
67
(
2016
)
3
,
pp. 393-401
Persistent link: https://www.econbiz.de/10011489555
Saved in:
4
Homogeneous semi-Markov reliability models for credit risk management
D'Amico, Guglielmo
;
Janssen, Jacques
;
Manca, Raimondo
- In:
Decisions in economics and finance : DEF ; a journal of …
28
(
2005
)
2
,
pp. 79-93
Persistent link: https://www.econbiz.de/10003231302
Saved in:
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