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Commercial and residential mortgage defaults: spatial dependence with frailty - MaRDI portal

Commercial and residential mortgage defaults: spatial dependence with frailty (Q2323366)

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Commercial and residential mortgage defaults: spatial dependence with frailty
scientific article

    Statements

    title
    Commercial and residential mortgage defaults: spatial dependence with frailty (English)
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    author
    Andrii Babii
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    Xi Chen
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    Eric Ghysels
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    publication date
    2 September 2019
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    cites work
    Q3922034
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    Q5226713
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    Q4085106
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    GARCH Models
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    Generalised residuals
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    Identifiers

    zbMATH DE Number
    7100390
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    OpenAlex ID
    W2944159786
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    Wikidata QID
    Q127896207
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