Commercial and residential mortgage defaults: spatial dependence with frailty
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Publication:2323366
DOI10.1016/j.jeconom.2019.04.020zbMath1452.62741OpenAlexW2944159786WikidataQ127896207 ScholiaQ127896207MaRDI QIDQ2323366
Eric Ghysels, Andrii Babii, Xi Chen
Publication date: 2 September 2019
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2019.04.020
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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