Modelling Portfolio Defaults Using Hidden Markov Models with Covariates
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Publication:3499433
DOI10.1111/j.1368-423X.2008.00232.xzbMath1135.91358OpenAlexW2113667064MaRDI QIDQ3499433
André Lucas, Konrad Banachewicz, Aad W. van der Vaart
Publication date: 29 May 2008
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2008.00232.x
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