Modelling Portfolio Defaults Using Hidden Markov Models with Covariates
| Year of publication: |
2008
|
|---|---|
| Authors: | Banachewicz, Konrad ; Lucas, André ; vandervaart, Aad |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 11.2008, 1, p. 155-171
|