Pages that link to "Item:Q5198557"
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The following pages link to Credit Contagion in a Long Range Dependent Macroeconomic Factor Model (Q5198557):
Displaying 5 items.
- Credit risk and contagion via self-exciting default intensity (Q902175) (← links)
- A fractional credit model with long range dependent default rate (Q1939342) (← links)
- Credit risk model with contagious default dependencies affected by macro-economic condition (Q2275829) (← links)
- Credit Contagion in a Structural Framework (Q3618163) (← links)
- Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk (Q5407022) (← links)