Modeling frailty-correlated defaults using many macroeconomic covariates
| Year of publication: |
2011
|
|---|---|
| Authors: | Koopman, Siem Jan ; Lucas, André ; Schwaab, Bernd |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 162.2011, 2, p. 312-326
|