Reduced-form models with regime switching: An empirical analysis for corporate bonds
type: Item
instance of: scholarly article
title: Reduced-form models with regime switching: An empirical analysis for corporate bonds
zbMATH Open document ID: 1136.91493
author: Hoi Ying Wong
author: Tsz Lim Wong
published in: Asia-Pacific Financial Markets
publication date: 2008-06-11T00:00:00Z
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 91B52
zbMATH DE Number: 5286486
zbMATH Keywords: credit risk
zbMATH Keywords: regime switching
zbMATH Keywords: efficient method of moments
MaRDI profile type: Publication
full work available at URL: s10690-007-9061-x
OpenAlex ID: W3122646252
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DOI: 10.1007/S10690-007-9061-X
description: scientific article; zbMATH DE number 5286486