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

Arianna Agosto, Giuseppe Cavaliere, Dennis Kristensen, Anders Rahbek

    23 Citationer (Scopus)

    Fingeraftryk

    Dyk ned i forskningsemnerne om 'Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)'. Sammen danner de et unikt fingeraftryk.

    Keyphrases

    Mathematics

    Economics, Econometrics and Finance