Modelling clusters of corporate defaults: regime-switching models significantly reduce the contagion source (Q6643950)
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scientific article; zbMATH DE number 7949880
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling clusters of corporate defaults: regime-switching models significantly reduce the contagion source |
scientific article; zbMATH DE number 7949880 |
Statements
Modelling clusters of corporate defaults: regime-switching models significantly reduce the contagion source (English)
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27 November 2024
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extended Hamilton-Gray algorithm
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integer valued time series
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Poisson autoregression
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RS-INGARCHX
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