Robust and Consistent Estimation of Generators in Credit Risk

AuthID
P-00P-YTN
2
Author(s)
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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Publication Identifiers
Scopus: 2-s2.0-85041355624
Wos: WOS:000436234700008
Source Identifiers
ISSN: 1469-7688
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