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Is firm interdependence within industries important for portfolio credit risk?
Carling, Kenneth, (2004)
Tail behavior of credit loss distributions for general latent factor models
Lucas, André, (2001)
Multiple risk factor dependence structures : distributional properties
Su, Jianxi, (2017)
A structured variational learning approach for switching latent factor models
Saidane, Mohamed, (2007)
A new online method for event detection and tracking: empirical evidence from the French stock market
Saidane, Mohamed, (2008)