Title of article
Bayesian inference for generalized linear mixed models of portfolio credit risk
Author/Authors
Alexander J. McNeil، نويسنده , , Jonathan P. Wendin، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2007
Pages
19
From page
131
To page
149
Keywords
State space model , Bayesian inference , credit risk , Generalized linear mixed model
Journal title
Journal of Empirical Finance
Serial Year
2007
Journal title
Journal of Empirical Finance
Record number
130847
Link To Document