• Title of article

    Discrete versus continuous state switching models for portfolio credit risk

  • Author/Authors

    Andre Lucas، نويسنده , , Pieter Klaassen، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2005
  • Pages
    13
  • From page
    23
  • To page
    35
  • Keywords
    credit risk , Regime switching , Latent variable models , Factor models
  • Journal title
    Journal of Banking and Finance
  • Serial Year
    2005
  • Journal title
    Journal of Banking and Finance
  • Record number

    193810

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193810