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Robust and Consistent Estimation of Generators in Credit Risk
AuthID
P-00P-YTN
2
Author(s)
dos Reis, G
·
Smith, G
Document Type
Article
Year published
2018
Published
in
QUANTITATIVE FINANCE,
ISSN: 1469-7688
Volume: 18, Issue: 6, Pages: 983-1001 (19)
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Wos
®
Scopus
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Crossref
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10
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Publication Identifiers
DOI
:
10.1080/14697688.2017.1383627
Scopus
: 2-s2.0-85041355624
Wos
: WOS:000436234700008
Source Identifiers
ISSN
: 1469-7688
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