Narrow search
Showing 1 - 2 of 2
Cover Image
Dynamic factor models with macro, frailty and industry effects for US default counts : the credit crisis of 2008
Koopman, Siem Jan; Lucas, André; Schwaab, Bernd - 2012
Persistent link: https://www.econbiz.de/10009765151
Cover Image
Observation driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew; Schwaab, Bernd; Koopman, Siem Jan; Lucas, … - 2013
Persistent link: https://www.econbiz.de/10010233231