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Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)

Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)

Agosto, Arianna; Cavaliere, Giuseppe; Kristensen, Dennis; Rahbek, Anders

期刊名称Journal of Empirical Finance
作者Agosto, Arianna; Cavaliere, Giuseppe; Kristensen, Dennis; Rahbek, Anders
印刷ISSN0927-5398
文件大小448.71KB
发表时间2016-3
DOI10.1016/j.jempfin.2016.02.007

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