Migration correlation: Definition and efficient estimation
| Year of publication: |
2005
|
|---|---|
| Authors: | Gagliardini, P. ; Gourieroux, C. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 29.2005, 4, p. 865-894
|
| Publisher: |
Elsevier |