Frailty correlated default
Darrell Duffie, Andreas Eckner, Guillaume Horel, and Leandro Saita
| Year of publication: |
2009
|
|---|---|
| Authors: | Duffie, Darrell ; Eckner, Andreas ; Horel, Guillaume ; Saita, Leandro |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 64.2009, 5, p. 2089-2123
|
| Subject: | Kreditrisiko | Credit risk | Dynamische Wirtschaftstheorie | Economic dynamics | Schätzung | Estimation | USA | United States | 1979-2004 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003899587