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Dynamic optimal capital structure with regime switching
Elliott, Robert J.; Shen, Jia - In: Annals of finance 11 (2015) 2, pp. 199-220
Persistent link: https://www.econbiz.de/10011376180
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Credit risk and contagion via self-exciting default intensity
Elliott, Robert J.; Shen, Jia - In: Annals of finance 11 (2015) 3/4, pp. 319-344
Persistent link: https://www.econbiz.de/10011459064
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Exogénéité, propriété de Markov et mélangeance forte dans un modèle autorégressif non-linéaire
Jia, Shen - In: Annales d'économie et de statistique (1998), pp. 227-248
Persistent link: https://www.econbiz.de/10001534420