Forecasting Cross-Sections of Frailty-Correlated Default

S.J. Koopman, A. Lucas, B. Schwaab

Research output: Working paperProfessional

123 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Instituut (TI)
Publication statusPublished - 2008

Publication series

NameTI Discussion Paper
No.08-029/4

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