Quality control for structural credit risk models
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Publication:299230
DOI10.1016/j.jeconom.2008.08.013zbMath1429.62456OpenAlexW3126054364MaRDI QIDQ299230
Publication date: 22 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://papers.econ.ucy.ac.cy/RePEc/papers/07-03.pdf
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Sequential statistical analysis (62L10) Credit risk (91G40)
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Cites Work
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