Reduced-form models with regime switching: An empirical analysis for corporate bonds (Q928173)
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scientific article; zbMATH DE number 5286486
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reduced-form models with regime switching: An empirical analysis for corporate bonds |
scientific article; zbMATH DE number 5286486 |
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Reduced-form models with regime switching: An empirical analysis for corporate bonds (English)
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11 June 2008
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credit risk
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regime switching
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efficient method of moments
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