Forecasting Cross-Sections of Frailty-Correlated Default

Research output: Working paper / Preprint › Working paper › Professional

123 Downloads (Pure)

Name	TI Discussion Paper
No.	08-029/4

Access to Document

@techreport{d9ec49a3ed6745e4987929b506bc38db,

title = "Forecasting Cross-Sections of Frailty-Correlated Default",

author = "S.J. Koopman and A. Lucas and B. Schwaab",

year = "2008",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Instituut (TI)",

number = "08-029/4",

type = "WorkingPaper",

institution = "Tinbergen Instituut (TI)",

}