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
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