Multi-factor default correlation model estimation: enhancement with bootstrapping
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Published:2024
Issue:
Volume:
Page:
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ISSN:1465-1211
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Container-title:The Journal of Risk
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language:
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Short-container-title:JOR
Author:
Yang Zhihui,Majumder Saikat Ray,Shen Weiwei,Karm Stephane,Cameron Douglas,Gellert James
Publisher
Infopro Digital Services Limited