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research
A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk
Authors
R. Daniels
S.J. Koopman
A. Lucas
Publication date
1 January 2005
Publisher
Amsterdam
Abstract
Abstract is not available.
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DSpace at VU
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oai:dare.ubvu.vu.nl:1871/9664
Last time updated on 03/09/2013
NARCIS
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Last time updated on 14/10/2017
VU Research Portal
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oai:research.vu.nl:publication...
Last time updated on 18/04/2020
