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Exploring Dynamic Default Dependence
Jin, Xisong
;
Christoffersen, Peter
;
Jacobs, Kris
et al.
2009
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https://hdl.handle.net/10993/9729
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Disciplines :
Finance
Author, co-author :
Jin, Xisong
;
University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Christoffersen, Peter;
University of Toronto
Jacobs, Kris;
University of Houston
Ericsson, Jan;
McGill University
Language :
English
Title :
Exploring Dynamic Default Dependence
Publication date :
April 2009
Source :
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1400427
Available on ORBilu :
since 30 October 2013
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