Migration correlation: Definition and efficient estimation
| Year of publication: |
2005
|
|---|---|
| Authors: | Gagliardini, P. ; Gouriéroux, C. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 29.2005, 4, p. 865-894
|