Inferring Default Correlation from Equity Return Correlation
- 期刊名称European Financial Management
- 作者Liu, Sheen; Qi, Howard; Shi, Jian; Xie, Yan Alice
- 卷第21卷
- 期第2期
- 印刷ISSN1354-7798
- 文件大小155.86KB
- 发表时间2015-03
- DOI10.1111/j.1468-036X.2013.12016.x
- 页码333-359
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