Reduced-form models with regime switching: An empirical analysis for corporate bonds (Q928173): Difference between revisions

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Latest revision as of 11:40, 28 June 2024

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Reduced-form models with regime switching: An empirical analysis for corporate bonds
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    Reduced-form models with regime switching: An empirical analysis for corporate bonds (English)
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    11 June 2008
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    credit risk
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    regime switching
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    efficient method of moments
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